Bayesian estimation for stochastic volatility model with jumps, leverage effect and generalized hyperbolic skew Student's t-distribution

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Publication:6074097

DOI10.1080/03610918.2021.1944639OpenAlexW3181698521WikidataQ115551209 ScholiaQ115551209MaRDI QIDQ6074097FDOQ6074097


Authors: Feng-Chang Xie Edit this on Wikidata


Publication date: 18 September 2023

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2021.1944639







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