Modelling stochastic volatility using generalized<i>t</i>distribution (Q4922633)
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scientific article; zbMATH DE number 6170048
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling stochastic volatility using generalized<i>t</i>distribution |
scientific article; zbMATH DE number 6170048 |
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Modelling stochastic volatility using generalized<i>t</i>distribution (English)
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3 June 2013
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stochastic volatility
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generalized distribution
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uniform scale mixture
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Markov chain Monte Carlo
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outlier diagnostics
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