Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: a Bayesian approach (Q629128)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: a Bayesian approach |
scientific article |
Statements
Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: a Bayesian approach (English)
0 references
8 March 2011
0 references
feedback and leverage effect
0 references
Markov chain Monte Carlo
0 references
non-Gaussian and nonlinear state-space models
0 references
scale mixture of normal distributions
0 references
stochastic volatility in mean
0 references
