A threshold stochastic volatility model with explanatory variables (Q6187969)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7788768
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A threshold stochastic volatility model with explanatory variables |
scientific article; zbMATH DE number 7788768 |
Statements
A threshold stochastic volatility model with explanatory variables (English)
0 references
16 January 2024
0 references
Bayesian estimation
0 references
Gibbs sampling
0 references
Markov chain Monte Carlo
0 references
Metropolis-Hastings sampling
0 references
threshold stochastic volatility model
0 references
0 references
0 references
0 references
0 references
0 references
0 references
