Multivariate Stochastic Volatility Model with Cross Leverage (Q3298481)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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