Narrow search
Showing 1 - 3 of 3
Cover Image
BUGS for a Bayesian analysis of stochastic volatility models
Meyer, Renate; Yu, Jun - In: The econometrics journal 3 (2000) 2, pp. 198-215
Persistent link: https://www.econbiz.de/10001546183
Cover Image
Stochastic volatility : Bayesian computation using automatic differentiation and the extended Kalman filter
Meyer, Renate; Fournier, David A.; Berg, Andreas - In: The econometrics journal 6 (2003) 2, pp. 408-420
Persistent link: https://www.econbiz.de/10001831283
Cover Image
Stochastic volatility: Bayesian computation using automatic differentiation and the extended Kalman filter
Meyer, Renate; Fournier, David A.; Berg, Andreas - In: The econometrics journal 6 (2003) 2, pp. 408-420
Persistent link: https://www.econbiz.de/10007458516