Comment on Jacquier, Polson, and Rossi's Bayesian analysis of stochastic volatility models
Alternative title: | Jacquier, E.: Bayesian analysis of stochastic volatility models |
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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 | Bayes-Statistik | Bayesian inference | Volatilität | Volatility | Markov-Kette | Markov chain |
Extent: | 8 S. : graph. Darst |
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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 |
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