Multivariate Stochastic Volatility Models with Correlated Errors (Q5485105): Difference between revisions
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Revision as of 02:51, 20 March 2024
scientific article; zbMATH DE number 5050405
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Stochastic Volatility Models with Correlated Errors |
scientific article; zbMATH DE number 5050405 |
Statements
Multivariate Stochastic Volatility Models with Correlated Errors (English)
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28 August 2006
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Bayesian estimation
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correlation matrix
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leverage
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Markov chain Monte Carlo
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model averaging
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