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Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures

Volatility ModelingMultivariate Stochastic VolatilityEngineeringAsset PricingComputational FinanceBusinessScale MixturesStochastic Volatility ModelsHeavy-tailed DistributionsStatisticsFinanceHigh-frequency Financial EconometricsFinancial Mathematics