
Stochastic Volatility Modeling based on Doubly Truncated Cauchy Distribution and Bayesian Estimation for Chinese Stock Market
Cai-feng WANG, Cong XIE, Zi-yu MA, Hui-min ZHAO
应用数学学报(英文版) ›› 2023, Vol. 39 ›› Issue (4) : 791-807.
Stochastic Volatility Modeling based on Doubly Truncated Cauchy Distribution and Bayesian Estimation for Chinese Stock Market
Stochastic Volatility Modeling based on Doubly Truncated Cauchy Distribution and Bayesian Estimation for Chinese Stock Market
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