Integrated nested Laplace approximations for threshold stochastic volatility models

Economics, Econometrics and Finance

• Volatility 100%
• Sample Size 66%
• Return 25%
• Commodity Market 16%
• Monte Carlo Simulation 8%
• Estimation Theory 8%
• Cryptocurrency 8%

Social Sciences

• Stochastics 33%
• Markov Chain Monte Carlo 25%
• Parameter 25%
• Complexity 25%
• Serials 16%
• Forecasting 16%
• Stock Market 8%
• Performance 8%
• Simulation 8%
• Time 8%
• Support 8%

Mathematics

• Laplace Approximation 25%
• Stochastic Volatility Model 25%
• Parameters 25%
• Forecasting 16%
• Samples 16%
• Monte Carlo Simulation 8%
• Estimation Method 8%
• Stock Market 8%
• Approximation 8%
• Stochastic Volatility 8%