Stochastic volatility modeling based on doubly truncated Cauchy distribution and Bayesian estimation for Chinese stock market (Q6089350)
From MaRDI portal
scientific article; zbMATH DE number 7767303
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic volatility modeling based on doubly truncated Cauchy distribution and Bayesian estimation for Chinese stock market |
scientific article; zbMATH DE number 7767303 |
Statements
Stochastic volatility modeling based on doubly truncated Cauchy distribution and Bayesian estimation for Chinese stock market (English)
0 references
17 November 2023
0 references
stochastic volatility model
0 references
doubly truncated Cauchy distribution
0 references
Bayesian estimation
0 references
Markov chain Monte Carlo method
0 references
deviance information criterion
0 references
0 references
0 references
