Bayesian estimation of dynamic asset pricing models with informative observations (Q1740278): Difference between revisions

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+https://doi.org/10.1016/j.jeconom.2018.11.014
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+W2908072806
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@@ Property / cites work @@
+Resolution of policy uncertainty and sudden declines in volatility
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+Particle Markov Chain Monte Carlo Methods
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+Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
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+Sequential Quasi Monte Carlo
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+Do price and volatility jump together?
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+The dynamics of stochastic volatility: evidence from underlying and options markets
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+Volatility Jumps
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+MCMC ESTIMATION OF LÉVY JUMP MODELS USING STOCK AND OPTION PRICES
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+Q128885203
@@ Property / Wikidata QID: Q128885203 / rank @@
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+Publication:1740278