Bayesian analysis of stochastic volatility models with flexible tails
Mark F. J. Steel
| Year of publication: |
1998
|
|---|---|
| Authors: | Steel, Mark F. J. |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 17.1998, 2, p. 109-143
|
| Subject: | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory | Schätzung | Estimation | Aktienindex | Stock index | Wechselkurs | Exchange rate | USA | United States | Kanada | Canada | 1980-1987 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001240681