A Bayesian semiparametric model for volatility with a leverage effect (Q2361227)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian semiparametric model for volatility with a leverage effect |
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A Bayesian semiparametric model for volatility with a leverage effect (English)
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30 June 2017
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Dirichlet process
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asset return
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stock index
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off-set mixture representation
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mixture model
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centred representation
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