Bayesian analysis of stochastic volatility models with mixture-of-normal distributions (Q1025340)
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scientific article; zbMATH DE number 5566451
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian analysis of stochastic volatility models with mixture-of-normal distributions |
scientific article; zbMATH DE number 5566451 |
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Bayesian analysis of stochastic volatility models with mixture-of-normal distributions (English)
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18 June 2009
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Bayes factor
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mixture-of-normal distributions
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generalized error distribution
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marginal likelihood
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Markov-chain Monte Carlo
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multi-move sampler
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Student-\(t\) distribution
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0.94389504
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0.94364834
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0.9334688
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