Stochastic volatility in mean models with heavy-tailed distributions (Q447982): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q248389 |
||
Property / author | |||
Property / author: Victor Hugo Lachos / rank | |||
Revision as of 02:13, 12 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic volatility in mean models with heavy-tailed distributions |
scientific article |
Statements
Stochastic volatility in mean models with heavy-tailed distributions (English)
0 references
30 August 2012
0 references
feedback effect
0 references
Markov chain Monte Carlo
0 references
non-Gaussian and nonlinear state space models
0 references
scale mixture of normal distributions
0 references
stochastic volatility in mean
0 references