On leverage in a stochastic volatility model (Q262831)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On leverage in a stochastic volatility model |
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On leverage in a stochastic volatility model (English)
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30 March 2016
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Bayes factors
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leverage effect
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Markov chain Monte Carlo
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nonlinear state space models
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quasi maximum likelihood
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particle filter
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