Stochastic volatility modeling based on doubly truncated Cauchy distribution and Bayesian estimation for Chinese stock market (Q6089350)
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scientific article; zbMATH DE number 7767303
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| English | Stochastic volatility modeling based on doubly truncated Cauchy distribution and Bayesian estimation for Chinese stock market |
scientific article; zbMATH DE number 7767303 |
Statements
Stochastic volatility modeling based on doubly truncated Cauchy distribution and Bayesian estimation for Chinese stock market (English)
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17 November 2023
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stochastic volatility model
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doubly truncated Cauchy distribution
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Bayesian estimation
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Markov chain Monte Carlo method
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deviance information criterion
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0.8281182050704956
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0.7990952730178833
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0.7884088754653931
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0.7688999176025391
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0.7684829831123352
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