A semiparametric stochastic volatility model (Q738174)

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A semiparametric stochastic volatility model
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    Statements

    title
    A semiparametric stochastic volatility model (English)
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    author
    Jun Yu
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    publication date
    15 August 2016
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    zbMATH Keywords
    leverage effect
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    simulated maximum likelihood
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    Laplace approximation
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    spline
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    describes a project that uses
    BUGS
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    SemiPar
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    R2WinBUGS
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62M10
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    62P05
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    zbMATH DE Number
    6617076
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