Chicago Booth RPS: Econometrics & Statistics (Topic)最新文献

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Bayesian Analysis of a Stochastic Volatility Model with Leverage Effect and Fat Tails 带有杠杆效应和肥尾的随机波动模型的贝叶斯分析

Chicago Booth RPS: Econometrics & Statistics (Topic) Pub Date : 2001-05-01 DOI: 10.2139/ssrn.275500

Eric Jacquier, Peter E. Rossi, Nicholas G. Polson

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引用次数: 16

The Impact of Jumps in Volatility and Returns 波动性和回报跳跃的影响

Chicago Booth RPS: Econometrics & Statistics (Topic) Pub Date : 2000-11-01 DOI: 10.2139/ssrn.249764

M. Johannes, Bjørn Eraker, Nicholas G. Polson

引用次数: 1160