On asymmetric generalised t stochastic volatility models
type: Item
instance of: scholarly article
title: On asymmetric generalised t stochastic volatility models
zbMATH Open document ID: 1262.91150
author: Joanna J. J. Wang
published in: Mathematics and Computers in Simulation
publication date: 2012-11-15T00:00:00Z
Mathematics Subject Classification ID: 91G60
zbMATH DE Number: 6107079
zbMATH Keywords: generalised t distribution
zbMATH Keywords: Markov chain Monte Carlo
zbMATH Keywords: stochastic volatility
zbMATH Keywords: uniform scale mixture
zbMATH Keywords: volatility asymmetry
MaRDI profile type: Publication
full work available at URL: j.matcom.2012.04.007
OpenAlex ID: W2059403517
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DOI: 10.1016/J.MATCOM.2012.04.007
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description: scientific article; zbMATH DE number 6107079