On asymmetric generalised t stochastic volatility models (Q1761658)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On asymmetric generalised t stochastic volatility models |
scientific article |
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On asymmetric generalised t stochastic volatility models (English)
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15 November 2012
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generalised t distribution
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Markov chain Monte Carlo
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stochastic volatility
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uniform scale mixture
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volatility asymmetry
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