Bayesian analysis of stochastic volatility models with flexible tails (Q3842859): 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 |
Revision as of 13:56, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Bayesian analysis of stochastic volatility models with flexible tails |
scientific article |
Statements
Bayesian analysis of stochastic volatility models with flexible tails (English)
0 references
20 August 1998
0 references
financial time series
0 references
leptokurtic distributions
0 references
Markov chain Monte Carlo
0 references
skewed exponential power distribution
0 references