Stochastic volatility with leverage: Fast and efficient likelihood inference

Keyphrases

• Volatility 100%
• Likelihood-free Inference 100%
• Stochastic Volatility Model 100%
• Stochastic Volatility 100%
• High Efficiency 50%
• Posterior Distribution 50%
• Lognormal 50%
• Superposition Model 50%
• Tokyo 50%
• Economic Study 50%
• Bayesian Analysis 50%
• Linear Combination 50%
• Autoregression 50%
• Joint Distribution 50%
• Error Distribution 50%
• Approximation Error 50%
• Daily Returns 50%
• MCMC Methods 50%
• ARCH Model 50%
• Heavy-tailed Errors 50%
• Stock Price Index 50%
• Mixed Approximation 50%
• Mixtures of Bivariate Normal Distributions 50%

Mathematics

• Stochastic Volatility 100%
• Stochastic Volatility Model 100%
• Linear Combination 50%
• Posterior Distribution 50%
• Bayesian Analysis 50%
• Joint Distribution 50%
• Error Distribution 50%
• Approximation Error 50%
• Bivariate Normal Distribution 50%
• Superposition 50%
• Autoregression 50%
• Price Index 50%