Stochastic volatility in mean models with heavy-tailed distributions (Q447982)
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scientific article; zbMATH DE number 6074105
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic volatility in mean models with heavy-tailed distributions |
scientific article; zbMATH DE number 6074105 |
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Stochastic volatility in mean models with heavy-tailed distributions (English)
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30 August 2012
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feedback effect
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Markov chain Monte Carlo
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non-Gaussian and nonlinear state space models
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scale mixture of normal distributions
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stochastic volatility in mean
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