Markov chain Monte Carlo methods for Bayesian long memory stochastic volatility models (Q2916623)
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scientific article; zbMATH DE number 6091137
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| English | Markov chain Monte Carlo methods for Bayesian long memory stochastic volatility models |
scientific article; zbMATH DE number 6091137 |
Statements
5 October 2012
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simulation analysis
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stochastic volatility
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Bayesian analysis
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Markov processes
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Markov chain Monte Carlo methods for Bayesian long memory stochastic volatility models (English)
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0.8587490916252136
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0.8550823926925659
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0.8445634245872498
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0.8441001772880554
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