Bayesian analysis of moving average stochastic volatility models: modeling in-mean effects and leverage for financial time series (Q5861000)
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scientific article; zbMATH DE number 7484525
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian analysis of moving average stochastic volatility models: modeling in-mean effects and leverage for financial time series |
scientific article; zbMATH DE number 7484525 |
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Bayesian analysis of moving average stochastic volatility models: modeling in-mean effects and leverage for financial time series (English)
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4 March 2022
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in-mean effects
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leverage
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Markov chain Monte Carlo
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moving average
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stochastic volatility
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