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~institution:"Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)"
~language:"fra"
~language:"zho"
~subject:"MCMC algorithm"
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MCMC algorithm
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Stochastic Volatility: Univariate and Multivariate Extensions
Jacquier, Éric
;
Polson, Nicholas G.
;
Rossi, Peter E.
-
Centre Interuniversitaire de Recherche en Analyse des …
-
1999
implications on decisions based upon prediction of volatility, especially when dealing with tail prediction as in risk
management
…
Persistent link: https://www.econbiz.de/10005100719
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