Hautsch, Nikolaus (contributor); Ou, Yangguoyi (contributor) - 2008
illustrate the major principles of corresponding Markov Chain Monte Carlo (MCMC) based statistical inference. We provide a hands …
Discrete-Time Stochastic
Volatility Models and
MCMC-Based Statistical
Inference
Nikolaus Hautsch … Berlin
Discrete-Time Stochastic Volatility Models and MCMC-Based
Statistical Inference ∗
Nikolaus Hautsch †
Humboldt …