Hautsch, Nikolaus (contributor); Ou, Yangguoyi (contributor) - 2008
illustrate the major principles of corresponding Markov Chain Monte Carlo (MCMC) based statistical inference. We provide a hands … indices and foreign exchange rates. -- Stochastic volatility ; Markov chain Monte Carlo ; Metropolis-Hastings algorithm Jump … major principles of corresponding Markov
Chain Monte Carlo (MCMC) based statistical inference. We provide a hands-on ap …