Bayesian inference for Heston-STAR models (Q518236)
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scientific article; zbMATH DE number 6697660
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian inference for Heston-STAR models |
scientific article; zbMATH DE number 6697660 |
Statements
Bayesian inference for Heston-STAR models (English)
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28 March 2017
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stochastic volatility model
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Heston model
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smooth transition autoregressive (STAR) model
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Bayesian inference
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data augmentation
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