Bayesian Student-T Stochastic Volatility Models Via Scale Mixtures
Year of publication: |
2009
|
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Authors: | Choy, Boris |
Other Persons: | Wan, Wai Yin (contributor) ; Chan, Chun Man (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Bayes-Statistik | Bayesian inference | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution |
Extent: | 1 Online-Ressource (33 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 18, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1456822 [DOI] |
Classification: | C11 - Bayesian Analysis ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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