Comparison of asymmetric stochastic volatility models under different correlation structures (Q5138623)
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scientific article; zbMATH DE number 7282101
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of asymmetric stochastic volatility models under different correlation structures |
scientific article; zbMATH DE number 7282101 |
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Comparison of asymmetric stochastic volatility models under different correlation structures (English)
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4 December 2020
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stochastic volatility
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leverage effect
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log transformation
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Bayesian inference
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