scholarly journals Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage

2019 ◽  
pp. 75-83 ◽  
Author(s):  
Darjus Hosszejni ◽  
Gregor Kastner
Keyword(s):  
Bayesian Estimation ◽  
Stochastic Volatility ◽  
Stochastic Volatility Model ◽  
Volatility Model

Bayesian Estimation of a Skew-Student-t Stochastic Volatility Model

2013 ◽  
Vol 17 (3) ◽  
pp. 721-738 ◽  
Author(s):  
C. A. Abanto-Valle ◽  
V. H. Lachos ◽  
Dipak K. Dey
Keyword(s):  
Bayesian Estimation ◽  
Stochastic Volatility ◽  
Stochastic Volatility Model ◽  
Volatility Model
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