Multivariate stochastic volatility, leverage and news impact surfaces (Q3161679): Difference between revisions
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| Property / DOI: 10.1111/j.1368-423X.2009.00284.x / rank | |||
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| Property / OpenAlex ID: W1992534502 / rank | |||
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Latest revision as of 19:54, 20 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate stochastic volatility, leverage and news impact surfaces |
scientific article |
Statements
Multivariate stochastic volatility, leverage and news impact surfaces (English)
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15 October 2010
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dynamic latent variables
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leverage effect
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news impact function
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news impact surface
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stochastic volatility
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