Bayesian semiparametric multivariate stochastic volatility with application (Q5861010)
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scientific article; zbMATH DE number 7484534
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| English | Bayesian semiparametric multivariate stochastic volatility with application |
scientific article; zbMATH DE number 7484534 |
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Bayesian semiparametric multivariate stochastic volatility with application (English)
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4 March 2022
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Bayesian nonparametrics
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Dirichlet process mixture
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Markov chain Monte Carlo
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stock-market co-movements
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0.8307847380638123
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0.8237320184707642
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0.8147075176239014
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0.8015334010124207
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