Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models (Q6177007)
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scientific article; zbMATH DE number 7732386
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| default for all languages | No label defined |
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| English | Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models |
scientific article; zbMATH DE number 7732386 |
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Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models (English)
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29 August 2023
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dynamic correlation
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MCMC
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multivariate L measure
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time series
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0.93936765
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0.93936765
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0.93052715
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0.9219968
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0.9213934
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