BUGS for a Bayesian analysis of stochastic volatility models (Q2707871): Difference between revisions
From MaRDI portal
Created a new Item |
Created claim: Wikidata QID (P12): Q123417550, #quickstatements; #temporary_batch_1706516978579 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q123417550 / rank | |||
Normal rank | |||
Revision as of 10:41, 29 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BUGS for a Bayesian analysis of stochastic volatility models |
scientific article |
Statements
BUGS for a Bayesian analysis of stochastic volatility models (English)
0 references
4 April 2001
0 references
stochastic volatility
0 references
Gibbs sampler
0 references
BUGS
0 references
heavy-tailed distributions
0 references
non-Gaussian nonlinear time series models
0 references
leverage effect
0 references
