On leverage in a stochastic volatility model (Q262831): Difference between revisions

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Property / DOI: 10.1016/j.jeconom.2004.08.002 / rank
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Property / OpenAlex ID: W3121918541 / rank
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Latest revision as of 12:53, 9 December 2024

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On leverage in a stochastic volatility model
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    On leverage in a stochastic volatility model (English)
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    30 March 2016
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    Bayes factors
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    leverage effect
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    Markov chain Monte Carlo
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    nonlinear state space models
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    quasi maximum likelihood
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    particle filter
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