BUGS for a Bayesian analysis of stochastic volatility models
Year of publication: |
2000
|
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Authors: | Meyer, Renate ; Yu, Jun |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 3.2000, 2, p. 198-215
|
Subject: | Bayes-Statistik | Bayesian inference | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Theorie | Theory | Induktive Statistik | Statistical inference |
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