Adaptive MCMC methods for inference on affine stochastic volatility models with jumps
Year of publication: |
2005
|
---|---|
Authors: | Raggi, Davide |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 8.2005, 2, p. 235-250
|
Subject: | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Zufallsvariable | Random variable |
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