A Bayesian GED-Gamma stochastic volatility model for return data: a marginal likelihood approach
收藏DataCite Commons2025-01-03 更新2025-04-16 收录
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https://service.tib.eu/ldmservice/dataset/5bf6de99-271f-47f7-bfca-815a8571092e
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资源简介：
The proposed GED-Gamma SV model for return data with an approximated expression for the marginal likelihood, which can be evaluated directly, under the Bayesian approach.
提供机构：
TIB
创建时间：
2025-01-03
