Modelling stochastic volatility using generalized \(t\) distribution (Q4922633)
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scientific article; zbMATH DE number 6170048
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Modelling stochastic volatility using generalized \(t\) distribution |
scientific article; zbMATH DE number 6170048 |
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Modelling stochastic volatility using generalized<i>t</i>distribution (English)
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3 June 2013
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stochastic volatility
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generalized distribution
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uniform scale mixture
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Markov chain Monte Carlo
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outlier diagnostics
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0.8445438742637634
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0.843798816204071
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0.8185521960258484
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0.7926112413406372
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