BUGS for a Bayesian analysis of stochastic volatility models (Q2707871)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BUGS for a Bayesian analysis of stochastic volatility models |
scientific article |
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BUGS for a Bayesian analysis of stochastic volatility models (English)
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4 April 2001
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stochastic volatility
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Gibbs sampler
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BUGS
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heavy-tailed distributions
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non-Gaussian nonlinear time series models
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leverage effect
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