News impact curve for stochastic volatility models (Q2440158)
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scientific article; zbMATH DE number 6275046
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | News impact curve for stochastic volatility models |
scientific article; zbMATH DE number 6275046 |
Statements
News impact curve for stochastic volatility models (English)
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27 March 2014
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Bayesian inference
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Markov chain Monte Carlo
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news impact curve
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rejection sampling
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stochastic volatility
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0.8731831
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0.8703566
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0.8396814
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0.83670855
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0.83518517
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0.8334057
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0.8329044
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