Markov Chain Monte Carlo Methods for Generalized Stochastic Volatility Models
Year of publication: |
2001
|
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Authors: | Chib, Siddhartha ; Shephard, Neil ; Nardari, Federico |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Markov-Kette | Markov chain | Volatilität | Volatility | Monte-Carlo-Simulation | Monte Carlo simulation | Stochastischer Prozess | Stochastic process |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 2000 erstellt Volltext nicht verfügbar |
Classification: | C1 - Econometric and Statistical Methods: General ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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