Login / Signup
Bayesian estimation for stochastic volatility model with jumps, leverage effect and generalized hyperbolic skew Student's t-distribution.
Feng-Chang Xie
Ya-Yu Shen
Published in:
Commun. Stat. Simul. Comput. (2023)
Keyphrases
</>
bayesian estimation
probability distribution
prior knowledge
energy function
probabilistic model
bayesian framework
probability density function