Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture (Q2512619)
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| Language | Label | Description | Also known as |
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| English | Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture |
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Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture (English)
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7 August 2014
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Bayesian nonparametrics
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Dirichlet process mixture
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leverage effect
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stochastic volatility
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