Bayesian estimation of a skew-Student-\(t\) stochastic volatility model (Q496964): Difference between revisions
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Revision as of 09:08, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Bayesian estimation of a skew-Student-\(t\) stochastic volatility model |
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Bayesian estimation of a skew-Student-\(t\) stochastic volatility model (English)
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23 September 2015
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Markov chain Monte Carlo
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non-Gaussian and nonlinear state space models
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skew-Student-\(t\)
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stochastic volatility
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value-at-risk
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