Bayesian estimation of the stochastic volatility model with double exponential jumps
Crossref DOI link: https://doi.org/10.1007/s11147-020-09173-1
Published Online: 2021-01-01
Published Print: 2021-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Li, Jinzhi
Text and Data Mining valid from 2021-01-01
Version of Record valid from 2021-01-01
Article History
Accepted: 9 October 2020
First Online: 1 January 2021