Bayesian Approach to Markov Switching Stochastic Volatility Model with Jumps.

Chao Yu Jingxiao Zhang

Published in: Commun. Stat. Simul. Comput. (2011)

Keyphrases

stochastic model
markov model
theoretical framework
stochastic nature
markov processes
probability distribution
computational model
mathematical model
stochastic processes
neural network
conceptual model
experimental data
markov process
stock market
monte carlo
markov chain
probabilistic model
cost function