Multivariate stochastic volatility via Wishart processes : a continuation
Wolfgang Rinnergschwentner; Gottfried Tappeiner; Janette Walde
| Year of publication: |
2011
|
|---|---|
| Authors: | Rinnergschwentner, Wolfgang ; Tappeiner, Gottfried ; Walde, Janette |
| Publisher: |
Innsbruck : Dep. of Economics (Inst. für Wirtschaftstheorie und Wirtschaftsgeschichte) Innsbruck : Dep. of Public Finance (Inst. für Finanzwiss.) Innsbruck : Dep. of Statistics (Inst. für Statistik) |
| Subject: | Bayes-Statistik | Bayesian inference | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Zeitreihenanalyse | Time series analysis | Bayes-Verfahren | Kovarianz <Stochastik> | Zeitvariantes System | Markov-Ketten-Monte-Carlo-Verfahren |
| Extent: | 36 S. graph. Darst. |
|---|---|
| Series: | Working papers in economics and statistics. - Innsbruck, ISSN 1993-4378, ZDB-ID 2316935-7. - Vol. 2011,19 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 28 Erhältl. bei: Inst. für Finanzwiss., A-6020 Innsbruck, Universitätsstraße 15 |
| Classification: | C01 - Econometrics ; C11 - Bayesian Analysis ; c58 ; C63 - Computational Techniques |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009544514