Publication | Closed Access
Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
652
Citations
40
References
2003
Year
Volatility ModelingMultivariate Stochastic VolatilityBayesian StatisticsAsset PricingEngineeringFinancial EconometricsBusinessStatistical InferenceStochastic Volatility ModelsCorrelated ErrorsStatisticsFinance
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