Markov Chain Monte Carlo methods for Generalized Stochastic Volatility Models
Year of publication: |
1998-11-01
|
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Authors: | Shephard, Neil ; Chib, Siddhartha |
Institutions: | Department of Economics, Oxford University |
Subject: | Bayes Factor | Markov chain monte carlo | Marginal Likelihood | Mixture models | particle filters | simulation based inference | stochastic volatility |
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