The Leverage Effect and Fat-Tails in China's Futures Market: A Bayesian Analysis of Stochastic Volatility Models

2014 ◽  
Author(s):  
Guozhi An ◽  
Lanjun Lao
Keyword(s):  
Bayesian Analysis ◽  
Stochastic Volatility ◽  
Futures Market ◽  
Leverage Effect ◽  
Fat Tails ◽  
Stochastic Volatility Models ◽  
Volatility Models

[Bayesian Analysis of Stochastic Volatility Models]: Reply

1994 ◽  
Vol 12 (4) ◽  
pp. 413 ◽  
Author(s):  
Eric Jacquier ◽  
Nicholas G. Polson ◽  
Peter E. Rossi
Keyword(s):  
Bayesian Analysis ◽  
Stochastic Volatility ◽  
Stochastic Volatility Models ◽  
Volatility Models
Sign in / Sign up

Export Citation Format

Share Document