Bayesian modeling of financial returns: A relationship between volatility and trading volume (Q5391301)
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scientific article; zbMATH DE number 5875045
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian modeling of financial returns: A relationship between volatility and trading volume |
scientific article; zbMATH DE number 5875045 |
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Bayesian modeling of financial returns: A relationship between volatility and trading volume (English)
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6 April 2011
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Bayesian modelling
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financial returns
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stochastic volatility
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nonlinear and non-Gaussian state space models
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Markov process of first order
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