The extended generalized inverse Gaussian distribution for log-linear and stochastic volatility models (Q367542)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The extended generalized inverse Gaussian distribution for log-linear and stochastic volatility models |
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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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