Non-Gaussian stochastic volatility model with jumps via Gibbs sampler (Q2291651): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Latest revision as of 07:38, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-Gaussian stochastic volatility model with jumps via Gibbs sampler |
scientific article |
Statements
Non-Gaussian stochastic volatility model with jumps via Gibbs sampler (English)
0 references
31 January 2020
0 references
financial time series
0 references
stochastic volatility
0 references
Gibbs sampler
0 references
dynamic linear models
0 references
