Markov chain Monte Carlo methods for stochastic volatility models
| Year of publication: |
2002
|
|---|---|
| Authors: | Chib, Siddhartha ; Nardari, Federico ; Shephard, Neil |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 108.2002, 2, p. 281-316
|
| Publisher: |
Elsevier |