Bayesian estimation of the stochastic volatility model with double exponential jumps (Q2047037)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian estimation of the stochastic volatility model with double exponential jumps |
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Bayesian estimation of the stochastic volatility model with double exponential jumps (English)
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19 August 2021
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stochastic volatility
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double exponential jumps
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MCMC
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stock indexes
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