Bayesian Inference in Spatial Stochastic Volatility Models : An Application to House Price Returns in Chicago
Year of publication: |
2019
|
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Authors: | Taspinar, Suleyman |
Other Persons: | Dogan, Osman (contributor) ; Chae, Jiyoung (contributor) ; Bera, Anil K. (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Immobilienpreis | Real estate price | Volatilität | Volatility | Bayes-Statistik | Bayesian inference | Stochastischer Prozess | Stochastic process | Theorie | Theory | Schätzung | Estimation |
Extent: | 1 Online-Ressource (32 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 21, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3104611 [DOI] |
Classification: | C13 - Estimation ; C21 - Cross-Sectional Models; Spatial Models ; C31 - Cross-Sectional Models; Spatial Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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