This paper is concerned with simulation based inference in generalized models of stochastic volatility defined by heavy-tailed student-t distributions (with unk

Markov Chain Monte Carlo (MCMC) methods are a Bayesian approach to tackle one of the main obstacles encountered in the estimation of modern-day stochastic volat

A stochastic volatility model where volatility was driven solely by a latent variable called news was estimated for three stock indices. A Markov chain Monte Ca