Efficient Bayesian inference in generalized inverse Gamma processes for stochastic volatility
Roberto Leon-Gonzalez
| Year of publication: |
2014
|
|---|---|
| Authors: | Leon-Gonzalez, Roberto |
| Publisher: |
Tokyo : National Graduate Institute for Policy Studies |
| Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory |
| Extent: | Online-Ressource (30 S.) |
|---|---|
| Series: | GRIPS discussion papers. - Tokyo : [Verlag nicht ermittelbar], ZDB-ID 2543335-0. - Vol. 14,12 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: PDF Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011386376