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Stochastic volatility : univariate and multivariate extensions
Jacquier, Eric; Polson, Nicholas G.; Rossi, Peter E. - 1995
Persistent link: https://www.econbiz.de/10000918910
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Models and priors for multivariate stochastic volatility
Jacquier, Eric; Polson, Nicholas G.; Rossi, Peter E. - 1995 - Rev
Persistent link: https://www.econbiz.de/10000925647
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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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Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
Jacquier, Eric; Polson, Nicholas G.; Rossi, Peter E. - In: Journal of econometrics 122 (2004) 1, pp. 185-212
Persistent link: https://www.econbiz.de/10002136532
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Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
Jacquier, Eric; Polson, Nicholas G.; Rossi, Peter E. - In: Journal of econometrics 122 (2004) 1, pp. 185
Persistent link: https://www.econbiz.de/10006756214
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Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
Jacquier, Eric; Polson, Nicholas G.; Rossi, P.E. Peter E. - In: Journal of Econometrics 122 (2004) 1, pp. 185-212
Persistent link: https://www.econbiz.de/10005228873
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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/10008216535
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Reply - Bayesian Analysis of Stochastic Volatility Models
Jacquier, Eric; Polson, Nicholas G.; Rossi, Peter E. - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 4, pp. 413-418
Persistent link: https://www.econbiz.de/10008224415
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The 1994 Invited Address: Bayesian Analysis of Stochastic Volatility Models
Jacquier, Eric; Polson, Nicholas G.; Rossi, Peter E. - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 4, pp. 371-388
Persistent link: https://www.econbiz.de/10008224425
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MCMC maximum likelihood for latent state models
Jacquier, Eric; Johannes, Michael; Polson, Nicholas G. - In: Journal of econometrics 137 (2007) 2, pp. 615-640
Persistent link: https://www.econbiz.de/10003442024