An extension of stochastic volatility model with mixed frequency information (Q1673463)
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scientific article; zbMATH DE number 6935583
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An extension of stochastic volatility model with mixed frequency information |
scientific article; zbMATH DE number 6935583 |
Statements
An extension of stochastic volatility model with mixed frequency information (English)
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12 September 2018
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stochastic volatility
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mixed-frequency
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Monte Carlo experiment
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MCMC method
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unobservable component
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0.7564881443977356
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0.7544552683830261
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0.7540323734283447
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0.750985324382782
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