Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma law
| Year of publication: |
2009
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|---|---|
| Authors: | Frühwirth-Schnatter, Sylvia ; Sögner, Leopold |
| Published in: |
Annals of the Institute of Statistical Mathematics : AISM. - Tōkyō [u.a.], Berlin, Heidelberg : Springer, ISSN 0020-3157, ZDB-ID 3903138. - Vol. 61.2009, 1, p. 159-180
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