MCMC Bayesian estimation of a Skew-GED stochastic volatility model
Nunzio Cappuccio; Diego Lubian; Davide Raggi
| Year of publication: |
2004
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| Authors: | Cappuccio, Nunzio ; Lubian, Diego ; Raggi, Davide |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 13852619. - Vol. 8.2004, 2
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| Extent: | Ill |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Systemvoraussetzung: Acrobat reader |
| Source: |
Persistent link: https://www.econbiz.de/10009949810