Deviance information criterion as a model comparison criterion for stochastic volatility models
Andreas Berg, Renate Meyer, and Jun Yu
| Year of publication: |
2002
|
|---|---|
| Authors: | Berg, Andreas ; Meyer, Renate ; Yu, Jun |
| Publisher: |
Auckland |
| Subject: | Bayes-Statistik | Bayesian inference | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Theorie | Theory |
| Extent: | 32 S |
|---|---|
| Series: | Working paper series / Department of Economics, Auckland Business School, The University of Auckland. - Auckland, ISSN 1174-0884, ZDB-ID 2474229-6. - Vol. 228 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.business.auckland.ac.nz/Departments/econ/workingpapers/full/Text228.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001690310