MCMC methods for estimating stochastic volatility models with leverage effects : comments on Jacquier, Polson and Rossi (2002)
Jun Yu
| Year of publication: |
2002
|
|---|---|
| Authors: | Yu, Jun |
| Publisher: |
Auckland |
| Subject: | Volatilität | Volatility | Bayes-Statistik | Bayesian inference | Markov-Kette | Markov chain | Theorie | Theory |
| Extent: | 10 S |
|---|---|
| Series: | Working paper series / Department of Economics, Auckland Business School, The University of Auckland. - Auckland, ISSN 1174-0884, ZDB-ID 2474229-6. - Vol. 241 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature ; Reprint |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001722236