The extended generalized inverse Gaussian distribution for log-linear and stochastic volatility models (Q367542)
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: The extended generalized inverse Gaussian distribution for log-linear and stochastic volatility models |
scientific article; zbMATH DE number 6208419
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The extended generalized inverse Gaussian distribution for log-linear and stochastic volatility models |
scientific article; zbMATH DE number 6208419 |
Statements
The extended generalized inverse Gaussian distribution for log-linear and stochastic volatility models (English)
0 references
16 September 2013
0 references
extended generalized inverse Gaussian distribution
0 references
Gibbs sampling
0 references
log-linear model
0 references
overrelaxation slice sampler
0 references
stochastic volatility model
0 references
