Bayesian Inference for Nonlinear and Non-Gaussian Stochastic Volatility Model with Leverage Effect
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Publication:3442922
DOI10.14490/jjss.36.173zbMath1110.62141MaRDI QIDQ3442922
Publication date: 24 May 2007
Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.14490/jjss.36.173
62P05: Applications of statistics to actuarial sciences and financial mathematics
62F15: Bayesian inference
65C40: Numerical analysis or methods applied to Markov chains
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