Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: a Bayesian approach (Q629128)

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Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: a Bayesian approach
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    Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: a Bayesian approach (English)
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    8 March 2011
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    feedback and leverage effect
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    Markov chain Monte Carlo
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    non-Gaussian and nonlinear state-space models
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    scale mixture of normal distributions
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    stochastic volatility in mean
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