Bayesian estimation of the stochastic volatility model with double exponential jumps (Q2047037)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bayesian estimation of the stochastic volatility model with double exponential jumps |
scientific article; zbMATH DE number 7383473
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian estimation of the stochastic volatility model with double exponential jumps |
scientific article; zbMATH DE number 7383473 |
Statements
Bayesian estimation of the stochastic volatility model with double exponential jumps (English)
0 references
19 August 2021
0 references
stochastic volatility
0 references
double exponential jumps
0 references
MCMC
0 references
stock indexes
0 references
0 references
0 references
0.8308575749397278
0 references
0.8160868287086487
0 references
0.8093386292457581
0 references
0.8032894134521484
0 references
