"Stochastic volatility models with leverage and heavy-tailed distributions: ..."

Joanna J. J. Wang, Jennifer So-Kuen Chan, S. T. Boris Choy (2011)

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DOI: 10.1016/J.CSDA.2010.07.008

access: closed

type: Journal Article

metadata version: 2020-02-18

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Joanna J. J. Wang, Jennifer So-Kuen Chan, S. T. Boris Choy:
Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures. Comput. Stat. Data Anal. 55(1): 852-862 (2011)

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