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~isPartOf:"Journal of econometrics"
~person:"Chib, Siddhartha"
~person:"Fulop, Andras"
~source:"econis"
~subject:"Stochastischer Prozess"
~type:"article"
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Stochastischer Prozess
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Chib, Siddhartha
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Bayesian estimation of dynamic asset pricing models with informative observations
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 114-138
Persistent link: https://www.econbiz.de/10012302530
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Stochastic volatility with leverage : fast and efficient likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 425-449
Persistent link: https://www.econbiz.de/10003569881
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