Bayesian analysis of stochastic volatility models with flexible tails (Q3842859)
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scientific article; zbMATH DE number 1192396
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| English | Bayesian analysis of stochastic volatility models with flexible tails |
scientific article; zbMATH DE number 1192396 |
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Bayesian analysis of stochastic volatility models with flexible tails (English)
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20 August 1998
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financial time series
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leptokurtic distributions
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Markov chain Monte Carlo
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skewed exponential power distribution
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0.878315269947052
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0.8724298477172852
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0.8690940141677856
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0.8416638970375061
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0.8413472175598145
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