Realized Non-linear Stochastic Volatility Models with Asymmetric Effects and Generalized Student's <i>t</i>-Distributions (Q5248882)
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scientific article; zbMATH DE number 6431730
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Realized Non-linear Stochastic Volatility Models with Asymmetric Effects and Generalized Student&apos;s <i>t</i>-Distributions |
scientific article; zbMATH DE number 6431730 |
Statements
Realized Non-linear Stochastic Volatility Models with Asymmetric Effects and Generalized Student&apos;s <i>t</i>-Distributions (English)
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28 April 2015
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Hamiltonian Monte Carlo
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nonlinear stochastic volatility
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realized variance
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skew distribution
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TOPIX
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