Bayesian estimation for stochastic volatility model with jumps, leverage effect and generalized hyperbolic skew Student's t-distribution (Q6074097)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bayesian estimation for stochastic volatility model with jumps, leverage effect and generalized hyperbolic skew Student's t-distribution |
scientific article; zbMATH DE number 7739532
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Bayesian estimation for stochastic volatility model with jumps, leverage effect and generalized hyperbolic skew Student's t-distribution |
scientific article; zbMATH DE number 7739532 |
Statements
Bayesian estimation for stochastic volatility model with jumps, leverage effect and generalized hyperbolic skew Student's t-distribution (English)
0 references
18 September 2023
0 references
generalized hyperbolic skew Student's t-distribution
0 references
jumps
0 references
leverage effect
0 references
Markov chain Monte Carlo
0 references
stochastic volatility
0 references
0 references
0 references
0 references
