Models and priors for multivariate stochastic volatility
Eric Jacquier ; Nicholas G. Polson ; Peter Rossi
| Year of publication: |
1995 ; Rev
|
|---|---|
| Authors: | Jacquier, Eric ; Polson, Nicholas G. ; Rossi, Peter E. |
| Institutions: | University of Chicago / Graduate School of Business (contributor) |
| Publisher: |
Chicago, Ill. : Univ. of Chicago, Graduate School of Business [u.a.] |
| Subject: | Volatilität | Volatility | Theorie | Theory | Stochastischer Prozess | Stochastic process | Multivariate Analyse | Multivariate analysis | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis |
| Extent: | 32 S. : graph. Darst |
|---|---|
| Series: | Working paper series economics and econometrics. - Chicago, Ill. : [Verlag nicht ermittelbar], ZDB-ID 2618229-4. - Vol. 164 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000925647