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scientific article; zbMATH DE number 5209814 - MaRDI portal

scientific article; zbMATH DE number 5209814

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Publication:5425154

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zbMath1122.62086MaRDI QIDQ5425154

Fengqin Liu

Publication date: 8 November 2007

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Markov chain Monte Carlo (MCMC)asymmetric stochastic volatility model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

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