Markov chain Monte Carlo methods for Bayesian long memory stochastic volatility models
type: Item
instance of: scholarly article
zbMATH Open document ID: 1264.62024
author: Liya Hao
author: Huiming Zhu
author: Sufang Li
author: Huifang Zeng
publication date: 2012-10-05T00:00:00Z
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 65C40
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 6091137
zbMATH Keywords: simulation analysis
zbMATH Keywords: stochastic volatility
zbMATH Keywords: Bayesian analysis
zbMATH Keywords: Markov processes
MaRDI profile type: Publication
title: Markov chain Monte Carlo methods for Bayesian long memory stochastic volatility models
published in: Journal of Hunan University. Natural Sciences
description: scientific article; zbMATH DE number 6091137