Models and priors for multivariate stochastic volatility
Year of publication: |
1995 ; Rev
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Authors: | Jacquier, Eric ; Polson, Nicholas G. ; Rossi, Peter E. |
Institutions: | University of Chicago / Graduate School of Business (contributor) |
Publisher: |
Chicago, Ill. : Univ. of Chicago, Graduate School of Business [u.a.] |
Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Multivariate Analyse | Multivariate analysis | Schätztheorie | Estimation theory | Bayes-Statistik | Bayesian inference | Japan |
Extent: | 32 S. : graph. Darst |
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Series: | Working paper series economics and econometrics. - Chicago, Ill. : [Verlag nicht ermittelbar], ZDB-ID 2618229-4. - Vol. 164 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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