Comparison of asymmetric stochastic volatility models under different correlation structures (Q5138623): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 14:33, 8 February 2024
scientific article; zbMATH DE number 7282101
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of asymmetric stochastic volatility models under different correlation structures |
scientific article; zbMATH DE number 7282101 |
Statements
Comparison of asymmetric stochastic volatility models under different correlation structures (English)
0 references
4 December 2020
0 references
stochastic volatility
0 references
leverage effect
0 references
log transformation
0 references
Bayesian inference
0 references
