Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion
Year of publication: |
2014
|
---|---|
Authors: | Chan, Joshua C. C. |
Other Persons: | Grant, Angelia (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Theorie | Theory | Bayes-Statistik | Bayesian inference |
Extent: | 1 Online-Ressource (25 p) |
---|---|
Series: | CAMA Working Paper ; No. 51/2014 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 1, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2464850 [DOI] |
Classification: | C11 - Bayesian Analysis ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C52 - Model Evaluation and Testing ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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