A threshold stochastic volatility model with explanatory variables (Q6187969)
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scientific article; zbMATH DE number 7788768
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A threshold stochastic volatility model with explanatory variables |
scientific article; zbMATH DE number 7788768 |
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A threshold stochastic volatility model with explanatory variables (English)
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16 January 2024
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Bayesian estimation
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Gibbs sampling
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Markov chain Monte Carlo
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Metropolis-Hastings sampling
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threshold stochastic volatility model
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