Modeling volatility using state space models with heavy tailed distributions (Q2228729)
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scientific article; zbMATH DE number 7313594
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Modeling volatility using state space models with heavy tailed distributions |
scientific article; zbMATH DE number 7313594 |
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Modeling volatility using state space models with heavy tailed distributions (English)
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19 February 2021
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Bayesian inference
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classical inference
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non-Gaussian state space model
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stochastic volatility
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stock price index
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0.7894631028175354
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0.7893098592758179
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0.7862426042556763
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0.7747206687927246
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