Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison (Q5485109)
From MaRDI portal
scientific article; zbMATH DE number 5050409
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison |
scientific article; zbMATH DE number 5050409 |
Statements
Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison (English)
0 references
28 August 2006
0 references
DIC
0 references
factors
0 references
Granger causality in volatility
0 references
heavy-tailed distributions
0 references
MCMC
0 references
multivariate stochastic volatility
0 references
time-varying correlations
0 references
0 references
0 references
0 references
0 references
