The extended generalized inverse Gaussian distribution for log-linear and stochastic volatility models (Q367542)
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scientific article; zbMATH DE number 6208419
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| English | The extended generalized inverse Gaussian distribution for log-linear and stochastic volatility models |
scientific article; zbMATH DE number 6208419 |
Statements
The extended generalized inverse Gaussian distribution for log-linear and stochastic volatility models (English)
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16 September 2013
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extended generalized inverse Gaussian distribution
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Gibbs sampling
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log-linear model
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overrelaxation slice sampler
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stochastic volatility model
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0.7879369258880615
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0.7741935849189758
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0.7640007138252258
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0.7460956573486328
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0.7446372509002686
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