Implicit Estimation for the Stochastic Volatility Model (Q5419350)
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scientific article; zbMATH DE number 6301875
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implicit Estimation for the Stochastic Volatility Model |
scientific article; zbMATH DE number 6301875 |
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Implicit Estimation for the Stochastic Volatility Model (English)
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6 June 2014
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Bayesian analysis
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Gibbs
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implicit distribution
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Markov Chain Monte Carlo algorithm
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Metropolis Hastings
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stochastic volatility model
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Heston model
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