Qiu, Weihang (2024) Bayesian Inference for Statistics Recurrent Stochastic Volatility. In: Proceedings of the 3rd International Conference on Big Data Economy and Digital Management, BDEDM 2024, January 12–14, 2024, Ningbo, China.
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Abstract
Stochastic volatility model is an important model for studying financial time series. Due to the very complex volatility of financial markets, it is particularly important to analyze the characteristics of non-linearity and long memory. Moreover, the traditional stochastic volatility model does not
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 17:40 |
| Last Modified: | 16 Apr 2026 23:22 |
| URI: | http://eprints.eai.eu/id/eprint/49385 |
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