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韩山师范学院财务管理课件第五章 Operating and Financial Leverage
韩山师范学院 财务管理 课件 第五章 Operating and Financial Leverage
2017/2/23
韩山师范学院财务管理课件第五章 Operating and Financial Leverage。
Bayesian Inference for Nonlinear and Non-Gaussian Stochastic Volatility Model with Leverage Effect
Bayesian model selection B-splines fat tail leverage effect Markov chain Monte Carlo
2009/3/6
Stochastic volatility (SV) models provide useful tools to describe the evolution of asset returns, which exhibit time-varying volatility. This paper extends a basic SV model to capture a leverage effe...