Stochastic volatility, long run risks, and aggregate stock market fluctuations
by Stefan Avdjiev and Nathan S. Balke
| Year of publication: |
2010
|
|---|---|
| Authors: | Avdjiev, Stefan ; Balke, Nathan S. |
| Publisher: |
Basel : Bank for Internat. Settlements |
| Subject: | Bayesian Markov Chain Monte Carlo (MCMC) method | Börsenkurs | Share price | Volatilität | Volatility | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation | USA | United States | 1952-2008 |
| Extent: | 59 S. graph. Darst. |
|---|---|
| Series: | BIS working papers. - Basle, ISSN 1020-0959, ZDB-ID 1482126-6. - Vol. 323 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008904029