Dynamic Skewness in Stochastic Volatility Models: A Penalized Prior Approach

Fuente: arXiv

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Bibliographic Details
Main Authors:	Holtz, Bruno E., Ehlers, Ricardo S., Suzuki, Adriano K., Louzada, Francisco
Format:	Preprint
Published:	2025
Subjects:	Statistical Finance Applications
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2508.10778