Bayesian Testing for Leverage Effect in Stochastic Volatility Models
Zhang, Jin-Yu ; Chen, Zhong-Tian ; Li, Yong
- Link zu diesem Datensatz
- https://d-nb.info/1153605171
- Titel
- Bayesian Testing for Leverage Effect in Stochastic Volatility Models
- Art des Inhalts
- Teil eines Werks
- Verfassangaben
- by Jin-Yu Zhang, Zhong-Tian Chen, Yong Li
- Autor(en)
-
- Zhang, Jin-Yu
- Chen, Zhong-Tian
- Li, Yong
- Organisation(en)
-
- SpringerLink (Online service)
- Zeitliche Einordnung
- Erscheinungsdatum: 2018
- Umfang/Format
- Online-Ressource
- ISSN
15729974- DOI
- 10.1007/s10614-017-9784-3
- Online
- https://doi.org/10.1007/s10614-017-9784-3
- Sprache
- eng
- Schlagwörter
-
- (lcsh)Computer science--Mathematics.
- (lcsh)Application software.
- (lcsh)Economic theory.
- (lcsh)Behavioral economics.
- Economics.
- Economic Theory/Quantitative Economics/Mathematical Methods.
- Computer Appl. in Social and Behavioral Sciences.
- Operations Research/Decision Theory.
- Behavioral/Experimental Economics.
- Math Applications in Computer Science.
- Frühere/spätere Titel
-
- Enthalten in: Computational economics
- Enthalten in: Computational economics
- Enthalten in: Computational economics
- Stand
- 15.04.2025 18:05
- Im Katalog seit
- 07.03.2026