Comment on Jacquier, Polson, and Rossi's Bayesian analysis of stochastic volatility models
Daniel B. Nelson
| Alternative title: | Jacquier, E.: Bayesian analysis of stochastic volatility models |
|---|---|
| Year of publication: |
1994
|
| Authors: | Nelson, Daniel B. |
| Other Persons: | Jacquier, Eric (honouree) |
| Institutions: | University of Chicago / Graduate School of Business (contributor) |
| Publisher: |
Chicago, Ill. : Univ. of Chicago, Graduate School of Business [u.a.] |
| Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Bayes-Statistik | Bayesian inference | Schätzung | Estimation |
| Extent: | 8 S. : graph. Darst |
|---|---|
| Series: | Working paper series economics and econometrics. - Chicago, Ill. : [Verlag nicht ermittelbar], ZDB-ID 2618229-4. - Vol. 155 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000899492