MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model (Q3368337)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model |
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MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model (English)
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27 January 2006
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stochastic volatility
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Markov chain Monte Carlo
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skewness
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heavy tails
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Bayesian inference
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