Bayesian semiparametric multivariate stochastic volatility with application

Martina Danielova Zaharieva, Mark Trede, and Bernd Wilfling

Year of publication:	2020
Authors:	Zaharieva, Martina Danielova ; Trede, Mark ; Wilfling, Bernd
Subject:	Bayesian nonparametrics \| Dirichlet process mixture \| Markov chain Monte Carlo \| stock-market co-movements \| Markov-Kette \| Markov chain \| Bayes-Statistik \| Bayesian inference \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Theorie \| Theory \| Volatilität \| Volatility \| Stochastischer Prozess \| Stochastic process \| Börsenkurs \| Share price \| Multivariate Analyse \| Multivariate analysis

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