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Financial markets and the real economy

Cochrane, John H. - 2005

Persistent link: https://www.econbiz.de/10003285703

Imitating accrual taxation on a realization basis

Sahm, Marco - In: Journal of economic surveys 23 (2009) 4, pp. 734-761

Persistent link: https://www.econbiz.de/10003873797

Population ageing, household portfolios and financial asset returns : a survey of the literature

Brunetti, Marianna - In: Politica economica : rivista di studi e ricerche per la … 23 (2007) 2, pp. 171-207

Persistent link: https://www.econbiz.de/10003650502

Discrete-time stochastic volatility models and MCMC-based statistical inference

Hautsch, Nikolaus (contributor); Ou, Yangguoyi (contributor) - 2008

In this paper, we review the most common specifications of discrete-time stochastic volatility (SV) models and illustrate the major principles of corresponding Markov Chain Monte Carlo (MCMC) based statistical inference. We provide a hands-on ap proach which is easily implemented in empirical...