Bayesian testing volatility persistence in stochastic volatility models with jumps (Q5245900)
From MaRDI portal
scientific article; zbMATH DE number 6425908
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian testing volatility persistence in stochastic volatility models with jumps |
scientific article; zbMATH DE number 6425908 |
Statements
Bayesian testing volatility persistence in stochastic volatility models with jumps (English)
0 references
16 April 2015
0 references
Bayesian analysis
0 references
Bayesian statistics
0 references
calibration of stochastic volatility
0 references
financial econometrics
0 references
financial time series
0 references
volatility modelling
0 references
