Multivariate stochastic volatility models based on generalized Fisher transformation (Q6930868)
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 8092399
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multivariate stochastic volatility models based on generalized Fisher transformation |
scientific article; zbMATH DE number 8092399 |
Statements
Multivariate stochastic volatility models based on generalized Fisher transformation (English)
0 references
Jun Yu
0 references
12 September 2025
0 references
multivariate stochastic volatility
0 references
dynamic correlation
0 references
leverage effect
0 references
particle filter
0 references
Markov chain Monte Carlo
0 references
realized measures
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
