Bayesian Estimation and Prediction of Stochastic Volatility Models via INLA (Q5252859)
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scientific article; zbMATH DE number 6442519
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Estimation and Prediction of Stochastic Volatility Models via INLA |
scientific article; zbMATH DE number 6442519 |
Statements
Bayesian Estimation and Prediction of Stochastic Volatility Models via INLA (English)
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3 June 2015
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Bayesian methods
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INLA
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quasi-maximum likelihood
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stochastic volatility models
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