Bayesian Inference for Nonlinear and Non-Gaussian Stochastic Volatility Model with Leverage Effect (Q3442922)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Bayesian Inference for Nonlinear and Non-Gaussian Stochastic Volatility Model with Leverage Effect |
scientific article |
Statements
Bayesian Inference for Nonlinear and Non-Gaussian Stochastic Volatility Model with Leverage Effect (English)
0 references
24 May 2007
0 references
Bayesian model selection
0 references
B-splines
0 references
fat tail
0 references
leverage effect
0 references
Markov chain Monte Carlo
0 references