Multivariate Stochastic Volatility Model with Cross Leverage (Q3298481)

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Multivariate Stochastic Volatility Model with Cross Leverage
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    Multivariate Stochastic Volatility Model with Cross Leverage (English)
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    14 July 2020
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    asymmetry
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    Bayesian analysis
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    leverage effect
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    Markov chain Monte Carlo
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    multi-move sampler
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    multivariate stochastic volatility
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    stock returns
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