On leverage in a stochastic volatility model (Q262831)
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scientific article; zbMATH DE number 6561258
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On leverage in a stochastic volatility model |
scientific article; zbMATH DE number 6561258 |
Statements
On leverage in a stochastic volatility model (English)
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30 March 2016
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Bayes factors
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leverage effect
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Markov chain Monte Carlo
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nonlinear state space models
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quasi maximum likelihood
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particle filter
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0.9558134
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0.9308242
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0.9285836
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0.92313343
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0.9197706
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0.9142821
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0.9122888
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