Efficient posterior integration in stable paretian models (Q1580845)
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scientific article; zbMATH DE number 1507781
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| English | Efficient posterior integration in stable paretian models |
scientific article; zbMATH DE number 1507781 |
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Efficient posterior integration in stable paretian models (English)
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14 September 2000
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stock returns
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Markov Chain Monte Carlo
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stable distributions
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Metropolis random walk chain
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0.8951446
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0.88943005
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0.8886301
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0.88248336
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0.8798426
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0.8777044
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0.8765694
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