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, (4): 791 -807 . DOI: 10.1007/s10255-023-1095-y