Markov chain Monte Carlo methods for Bayesian long memory stochastic volatility models (Q2916623)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Markov chain Monte Carlo methods for Bayesian long memory stochastic volatility models |
scientific article; zbMATH DE number 6091137
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov chain Monte Carlo methods for Bayesian long memory stochastic volatility models |
scientific article; zbMATH DE number 6091137 |
Statements
5 October 2012
0 references
simulation analysis
0 references
stochastic volatility
0 references
Bayesian analysis
0 references
Markov processes
0 references
Markov chain Monte Carlo methods for Bayesian long memory stochastic volatility models (English)
0 references
