Multivariate stochastic volatility with large and moderate shocks (Q6668787)
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scientific article; zbMATH DE number 7972675
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Multivariate stochastic volatility with large and moderate shocks |
scientific article; zbMATH DE number 7972675 |
Statements
Multivariate stochastic volatility with large and moderate shocks (English)
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22 January 2025
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Bayesian analysis
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large shocks
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multivariate stochastic volatility
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particle filtering
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