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INFORMATION-THEORETIC ANALYSIS OF STOCHASTIC VOLATILITY MODELS - MaRDI portal

INFORMATION-THEORETIC ANALYSIS OF STOCHASTIC VOLATILITY MODELS (Q6203301)

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scientific article; zbMATH DE number 7825225
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English
INFORMATION-THEORETIC ANALYSIS OF STOCHASTIC VOLATILITY MODELS
scientific article; zbMATH DE number 7825225

    Statements

    title
    INFORMATION-THEORETIC ANALYSIS OF STOCHASTIC VOLATILITY MODELS (English)
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    author
    Oliver Pfante
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    Nils Bertschinger
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    publication date
    27 March 2024
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    zbMATH Keywords
    information theory
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    stochastic volatility
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    Bayesian analysis
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    Identifiers

    zbMATH DE Number
    7825225
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    OpenAlex ID
    W2909165290
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    Wikidata QID
    Q128592192
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