Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
Roberto León-González
| Year of publication: |
2019
|
|---|---|
| Authors: | León-González, Roberto |
| Subject: | flexible parametric models | Gibbs sampling | Markov Chain Monte Carlo | particle filters | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2018.1485614 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012181373