Bayesian modeling of financial returns: A relationship between volatility and trading volume (Q5391301): Difference between revisions

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Latest revision as of 23:21, 3 July 2024

scientific article; zbMATH DE number 5875045
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English
Bayesian modeling of financial returns: A relationship between volatility and trading volume
scientific article; zbMATH DE number 5875045

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    Bayesian modeling of financial returns: A relationship between volatility and trading volume (English)
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    6 April 2011
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    Bayesian modelling
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    financial returns
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    stochastic volatility
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    nonlinear and non-Gaussian state space models
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    Markov process of first order
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