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Bayesian estimation for stochastic volatility model with jumps, leverage effect and generalized hyperbolic skew Student's t-distribution.

Feng-Chang XieYa-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