Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: a Bayesian approach (Q629128)
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scientific article; zbMATH DE number 5862621
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| English | Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: a Bayesian approach |
scientific article; zbMATH DE number 5862621 |
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Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: a Bayesian approach (English)
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8 March 2011
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feedback and leverage effect
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Markov chain Monte Carlo
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non-Gaussian and nonlinear state-space models
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scale mixture of normal distributions
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stochastic volatility in mean
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0.8931285738945007
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0.8745964765548706
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0.8640348315238953
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0.8314288854598999
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