A Bayesian analysis based on multivariate stochastic volatility model: evidence from green stocks.

Ming Ma Jing Zhang

Published in: J. Comb. Optim. (2023)

Keyphrases

bayesian analysis
experimental data
computational model
management system
stochastic model
high level
prior knowledge
probabilistic model
parameter estimation
learning algorithm
dynamic programming
probability distribution
em algorithm
statistical model
stochastic process