Novel techniques for Bayesian inference in univariate and multivariate stochastic volatility models

Mike G. Tsionas

Year of publication:	February 2022
Authors:	Tsionas, Efthymios G.
Publisher:	Athens : Bank of Greece
Subject:	Stochastic volatility \| response surface \| likelihood \| Monte Carlo \| Stochastischer Prozess \| Stochastic process \| Volatilität \| Volatility \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Theorie \| Theory \| Bayes-Statistik \| Bayesian inference \| Maximum-Likelihood-Schätzung \| Maximum likelihood estimation

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