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MCMC methods for estimating stochastic volatility models with leverage effects : comments on Jacquier, Polson and Rossi (2002)
Yu, Jun
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2002
Persistent link: https://www.econbiz.de/10001722236
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2
The cognitive process of decision making
Wang, Yingxu
;
Ruhe, Guenther
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2010
Persistent link: https://www.econbiz.de/10003910751
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3
Bayesian econometrics
Chib, Siddhartha
(
ed.
);
Griffiths, William E.
(
ed.
); …
-
2008
Persistent link: https://www.econbiz.de/10003785980
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Bayesian analysis of stochastic volatility models
Jacquier, Eric
;
Polson, Nicholas G.
;
Rossi, Peter E.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10001639881
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