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"Bayesian estimation for stochastic volatility model with jumps, leverage ..."

Feng-Chang Xie, Ya-Yu Shen (2023)

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DOI: 10.1080/03610918.2021.1944639

access: closed

type: Journal Article

metadata version: 2023-10-22

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Feng-Chang Xie, Ya-Yu Shen:
Bayesian estimation for stochastic volatility model with jumps, leverage effect and generalized hyperbolic skew Student's t-distribution. Commun. Stat. Simul. Comput. 52(8): 3420-3437 (2023)

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