Box–Cox realized asymmetric stochastic volatility models with generalized Student's<i>t</i>-error distributions (Q5138133)
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scientific article; zbMATH DE number 7281595
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Box–Cox realized asymmetric stochastic volatility models with generalized Student's<i>t</i>-error distributions |
scientific article; zbMATH DE number 7281595 |
Statements
Box–Cox realized asymmetric stochastic volatility models with generalized Student's<i>t</i>-error distributions (English)
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3 December 2020
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realized stochastic volatility
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Box-Cox transformation
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generalized Student's \(t\)-distributions
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MCMC
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HMC
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