A survey of sampling-based Bayesian analysis of financial data

DOI10.1080/1350486022000026885zbMath1042.91050OpenAlexW2000794451MaRDI QIDQ4483615

Alan E. Gelfand, James M. Sfiridis

Publication date: 2002

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/1350486022000026885

zbMATH Keywords

Bayesian analysisMarkov chain Monte Carlo methodGibbs samplerevent studies

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05)

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