A Bayesian analysis based on multivariate stochastic volatility model: evidence from Green stocks (Q2106870)
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scientific article; zbMATH DE number 7625355
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian analysis based on multivariate stochastic volatility model: evidence from Green stocks |
scientific article; zbMATH DE number 7625355 |
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A Bayesian analysis based on multivariate stochastic volatility model: evidence from Green stocks (English)
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29 November 2022
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Green stock
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spillover effect
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machine learning
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Markov chain Monte Carlo
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Bayesian analysis
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0.89154255
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0.87070227
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0.87051576
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0.8679682
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