Multivariate stochastic volatility models : Bayesian estimation and model comparison
Jun Yu; Renate Meyer
| Year of publication: |
2006
|
|---|---|
| Authors: | Yu, Jun ; Meyer, Renate |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 25.2006, 2/3, p. 361-384
|
| Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Multivariate Analyse | Multivariate analysis | Bayes-Statistik | Bayesian inference | Software | Kausalanalyse | Causality analysis | Schätzung | Estimation | Wechselkurs | Exchange rate | Neuseeland | New Zealand | Australien | Australia | 1994-2003 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003355796