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Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
Leon-Gonzalez, Roberto
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2015
Persistent link: https://www.econbiz.de/10012195829
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Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
León-González, Roberto
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2018
Persistent link: https://www.econbiz.de/10012196629
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Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
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2018
Persistent link: https://www.econbiz.de/10012196752
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Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
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2020
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This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
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