Non-Gaussian stochastic volatility model with jumps via Gibbs sampler (Q2291651): Difference between revisions
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Latest revision as of 06:38, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-Gaussian stochastic volatility model with jumps via Gibbs sampler |
scientific article |
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Non-Gaussian stochastic volatility model with jumps via Gibbs sampler (English)
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31 January 2020
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financial time series
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stochastic volatility
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Gibbs sampler
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dynamic linear models
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