Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models (Q4677047)
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scientific article; zbMATH DE number 2169619
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| English | Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models |
scientific article; zbMATH DE number 2169619 |
Statements
Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models (English)
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20 May 2005
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long memory
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Markov chain Monte Carlo
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semiparametric inference
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stochastic volatility
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wavelets
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0.8620072603225708
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0.8550823926925659
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0.8506969213485718
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0.8323647975921631
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