Bayesian Inference for Nonlinear and Non-Gaussian Stochastic Volatility Model with Leverage Effect (Q3442922)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Inference for Nonlinear and Non-Gaussian Stochastic Volatility Model with Leverage Effect |
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Bayesian Inference for Nonlinear and Non-Gaussian Stochastic Volatility Model with Leverage Effect (English)
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24 May 2007
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Bayesian model selection
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B-splines
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fat tail
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leverage effect
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Markov chain Monte Carlo
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