Stochastic volatility with leverage: fast and efficient likelihood inference (Q451250)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic volatility with leverage: fast and efficient likelihood inference |
scientific article |
Statements
Stochastic volatility with leverage: fast and efficient likelihood inference (English)
0 references
23 September 2012
0 references
leverage effect
0 references
Markov chain Monte Carlo
0 references
mixture sampler
0 references
stochastic volatility
0 references
stock returns
0 references
0 references
0 references
0 references
