Bayesian estimation of the stochastic volatility model with double exponential jumps
Jinzhi Li
| Year of publication: |
2021
|
|---|---|
| Authors: | Li, Jinzhi |
| Subject: | Stochastic volatility | Double exponential jumps | MCMC | Stock indexes | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Bayes-Statistik | Bayesian inference | Aktienindex | Stock index |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11147-020-09173-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012549106