Bayesian estimation for stochastic volatility model with jumps, leverage effect and generalized hyperbolic skew Student's t-distribution
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Publication:6074097
Cites work
- scientific article; zbMATH DE number 5243765 (Why is no real title available?)
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- Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's \(t\)-distribution
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- Stochastic volatility with leverage: fast and efficient likelihood inference
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