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  • Search: subject:"integration sampler"
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Estimación Bayesiana 1 Gibbs Sampler 1 Integration Sampler 1 Mercado Bursátil 1 Mercado Cambiario 1 Mixture Sampler 1 Modelo de Volatilidad Estocástica 1 Modelos GARCH 1 Perú 1
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Free 1
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Book / Working Paper 1
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Undetermined 1
Author
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Alanya, Willy 1 Rodríguez, Gabriel 1
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Departamento de Economía, Pontificia Universidad Católica del Perú 1
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Documentos de Trabajo / Working Papers 1
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RePEc 1
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Stochastic Volatility in Peruvian Stock Market and Exchange Rate Returns: a Bayesian Approximation
Alanya, Willy; Rodríguez, Gabriel - Departamento de Economía, Pontificia Universidad … - 2014
Integration sampler. The estimated parameters in the SV model under the various algorithms are consistent, as they display little …
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