On asymmetric generalised t stochastic volatility models (Q1761658)
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scientific article; zbMATH DE number 6107079
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On asymmetric generalised t stochastic volatility models |
scientific article; zbMATH DE number 6107079 |
Statements
On asymmetric generalised t stochastic volatility models (English)
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15 November 2012
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generalised t distribution
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Markov chain Monte Carlo
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stochastic volatility
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uniform scale mixture
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volatility asymmetry
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0.9705361
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0.9169422
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0.89793336
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0.89730924
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0.8952686
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0.89378536
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