Stochastic Volatility Models Predictive Relevance for Equity Markets (Q5048338)
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scientific article; zbMATH DE number 7617291
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic Volatility Models Predictive Relevance for Equity Markets |
scientific article; zbMATH DE number 7617291 |
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Stochastic Volatility Models Predictive Relevance for Equity Markets (English)
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16 November 2022
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stochastic volatility
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Markov chain Monte Carlo (MCMC) simulations
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projection-reprojection
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