A comparative study of two models SV with MCMC algorithm
| Year of publication: |
2012
|
|---|---|
| Authors: | Hachicha, Ahmed ; Hachicha, Fatma ; Masmoudi, Afif |
| Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 38.2012, 4, p. 479-493
|
| Publisher: |
Springer |
| Subject: | Autoregression | MCMC | Stochastic volatility | Student’s t-distribution | SVOL |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010867626