BUGS for a Bayesian analysis of stochastic volatility models (Q2707871): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
Property / describes a project that uses | |||
Property / describes a project that uses: BUGS / rank | |||
Normal rank |
Revision as of 00:56, 29 February 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