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

Acta Mathematicae Applicatae Sinica(English Series) ›› 2023, Vol. 39 ›› Issue (4) : 791-807.

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中国科学院数学与系统科学研究院期刊网
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Acta Mathematicae Applicatae Sinica(English Series) ›› 2023, Vol. 39 ›› Issue (4) : 791-807. DOI: 10.1007/s10255-023-1095-y
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Stochastic Volatility Modeling based on Doubly Truncated Cauchy Distribution and Bayesian Estimation for Chinese Stock Market

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica(English Series), 2023, 39(4): 791-807 https://doi.org/10.1007/s10255-023-1095-y

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