Bayesian Inference for Nonlinear and Non-Gaussian Stochastic Volatility Model with Leverage Effect
2006 ◽
Vol 36
(2)
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pp. 173-197
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1998 ◽
Vol 2
(2)
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pp. 33-47
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2018 ◽
Vol 114
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pp. 193-201
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Keyword(s):
2009 ◽
pp. 353-376
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2013 ◽
Vol 45
(02)
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pp. 545-571
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2009 ◽
Vol 18
(08)
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pp. 1381-1396
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2015 ◽
Vol 574
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pp. 012143
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Keyword(s):
2013 ◽
Vol 45
(2)
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pp. 572-594
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Keyword(s):