Skew selection for factor stochastic volatility models (Q5037043)
From MaRDI portal
scientific article; zbMATH DE number 7481461
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Skew selection for factor stochastic volatility models |
scientific article; zbMATH DE number 7481461 |
Statements
Skew selection for factor stochastic volatility models (English)
0 references
25 February 2022
0 references
factor stochastic volatility
0 references
generalized hyperbolic skew \(t\)-distribution
0 references
portfolio allocation
0 references
skew selection
0 references
stock returns
0 references
0 references
0 references
