Stochastic volatility with leverage : fast likelihood inference

Yasuhiro Omori ...

Year of publication:	22 Aug. 2004
Authors:	Omori, Yasuhiro ; Chib, Siddhartha ; Shephard, Neil G. ; Nakajima, Jouchi
Publisher:	Oxford : Oxford Financial Research Centre
Subject:	Bayes-Statistik \| Bayesian inference \| Stochastischer Prozess \| Stochastic process \| Volatilität \| Volatility \| Maximum-Likelihood-Schätzung \| Maximum likelihood estimation \| Zustandsraummodell \| State space model

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