Open AccessA new variant of estimation approach to asymmetric stochastic volatilitymodel
Author(s) -
Zhongxian Men,
Tony S. Wirjanto
Publication year - 2018
Publication title -
quantitative finance and economics
Language(s) - English
Resource type - Journals
ISSN - 2573-0134
DOI - 10.3934/qfe.2018.2.325
Subject(s) - stochastic volatility , volatility (finance) , inference , estimation , benchmark (surveying) , computer science , econometrics , metropolis–hastings algorithm , stochastic modelling , simple (philosophy) , mathematical optimization , mathematics , statistics , markov chain monte carlo , artificial intelligence , economics , bayesian probability , philosophy , management , geodesy , epistemology , geography