Comparison of asymmetric stochastic volatility models under different correlation structures (Q5138623): Difference between revisions

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Latest revision as of 04:06, 24 July 2024

scientific article; zbMATH DE number 7282101
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English
Comparison of asymmetric stochastic volatility models under different correlation structures
scientific article; zbMATH DE number 7282101

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    Comparison of asymmetric stochastic volatility models under different correlation structures (English)
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    4 December 2020
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    stochastic volatility
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    leverage effect
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    log transformation
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    Bayesian inference
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