BUGS for a Bayesian analysis of stochastic volatility models (Q2707871): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
(One intermediate revision by one other user not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1111/1368-423x.00046 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3123714266 / rank | |||
Normal rank |
Latest revision as of 11:39, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | BUGS for a Bayesian analysis of stochastic volatility models |
scientific article |
Statements
BUGS for a Bayesian analysis of stochastic volatility models (English)
0 references
4 April 2001
0 references
stochastic volatility
0 references
Gibbs sampler
0 references
BUGS
0 references
heavy-tailed distributions
0 references
non-Gaussian nonlinear time series models
0 references
leverage effect
0 references