Comparison of MCMC methods for estimating stochastic volatility models (Q816059)
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: Comparison of MCMC methods for estimating stochastic volatility models |
scientific article; zbMATH DE number 5007665
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of MCMC methods for estimating stochastic volatility models |
scientific article; zbMATH DE number 5007665 |
Statements
Comparison of MCMC methods for estimating stochastic volatility models (English)
0 references
20 February 2006
0 references
0 references
0 references
0.9357267
0 references
0.92904246
0 references
0.9245321
0 references
0.91940445
0 references
0.9193298
0 references
