BUGS for a Bayesian analysis of stochastic volatility models (Q2707871)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1584338
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | BUGS for a Bayesian analysis of stochastic volatility models |
scientific article; zbMATH DE number 1584338 |
Statements
BUGS for a Bayesian analysis of stochastic volatility models (English)
0 references
4 April 2001
0 references
stochastic volatility
0 references
Gibbs sampler
0 references
BUGS
0 references
heavy-tailed distributions
0 references
non-Gaussian nonlinear time series models
0 references
leverage effect
0 references
0.843828022480011
0 references
0.8205190896987915
0 references
0.8082999587059021
0 references
0.795418918132782
0 references
0.7931349873542786
0 references
