Bayesian testing for jumps in stochastic volatility models with correlated jumps (Q5247227): Difference between revisions
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Revision as of 20:27, 5 March 2024
scientific article; zbMATH DE number 6429487
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian testing for jumps in stochastic volatility models with correlated jumps |
scientific article; zbMATH DE number 6429487 |
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Bayesian testing for jumps in stochastic volatility models with correlated jumps (English)
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23 April 2015
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Bayesian statistics
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stochastic volatility
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