Stochastic Volatility Estimation with GPU Computing
Year of publication: |
2014-04
|
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Authors: | Santos, António Alberto ; Andrade, João |
Institutions: | Grupo de Estudos Monetários e Financeiros (GEMF), Faculdade de Economia |
Subject: | Bayesian Estimation | Graphics Processing Unit | Parallel Computing | Simulation | State-Space Models | Stochastic Volatility |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 2014-10 25 pages |
Classification: | C11 - Bayesian Analysis ; C13 - Estimation ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C53 - Forecasting and Other Model Applications ; C63 - Computational Techniques ; C87 - Econometric Software |
Source: |
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Ledenyov, Dimitri O., (2013)
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Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
Koop, Gary, (2009)
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User-Friendly Parallel Computations with Econometric Examples
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