Bayesian semiparametric stochastic volatility modeling

Mark J. Jensen and John M. Maheu

Year of publication:	2008
Other Persons:	Jensen, Mark J. (contributor) ; Maheu, John M. (contributor)
Publisher:	Atlanta, Ga. : Federal Reserve Bank of Atlanta
Subject:	Stochastischer Prozess \| Stochastic process \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Bayes-Statistik \| Bayesian inference \| Volatilität \| Volatility \| Theorie \| Theory

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