Bayesian estimation for stochastic volatility model with jumps, leverage effect and generalized hyperbolic skew Student's t-distribution (Q6074097)
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scientific article; zbMATH DE number 7739532
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian estimation for stochastic volatility model with jumps, leverage effect and generalized hyperbolic skew Student's t-distribution |
scientific article; zbMATH DE number 7739532 |
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Bayesian estimation for stochastic volatility model with jumps, leverage effect and generalized hyperbolic skew Student's t-distribution (English)
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18 September 2023
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generalized hyperbolic skew Student's t-distribution
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jumps
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leverage effect
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Markov chain Monte Carlo
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stochastic volatility
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