Bayesian testing volatility persistence in stochastic volatility models with jumps (Q5245900): Difference between revisions
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Revision as of 23:06, 19 March 2024
scientific article; zbMATH DE number 6425908
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian testing volatility persistence in stochastic volatility models with jumps |
scientific article; zbMATH DE number 6425908 |
Statements
Bayesian testing volatility persistence in stochastic volatility models with jumps (English)
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16 April 2015
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Bayesian analysis
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Bayesian statistics
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calibration of stochastic volatility
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financial econometrics
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financial time series
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volatility modelling
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