Threshold variable selection of asymmetric stochastic volatility models (Q2259328): Difference between revisions
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Revision as of 07:29, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Threshold variable selection of asymmetric stochastic volatility models |
scientific article |
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Threshold variable selection of asymmetric stochastic volatility models (English)
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3 March 2015
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model selection
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deviance information criterion
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Markov chain Monte Carlo method
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posterior model probability
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