Bayesian estimation of stochastic volatility models based on OU processes with marginal gamma law (Q734413)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bayesian estimation of stochastic volatility models based on OU processes with marginal gamma law |
scientific article; zbMATH DE number 5614323
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Bayesian estimation of stochastic volatility models based on OU processes with marginal gamma law |
scientific article; zbMATH DE number 5614323 |
Statements
Bayesian estimation of stochastic volatility models based on OU processes with marginal gamma law (English)
0 references
13 October 2009
0 references
data augmentation
0 references
identification
0 references
marked point processes
0 references
Markov chain Monte Carlo
0 references
0 references
0 references
0 references
0.9064462
0 references
0.89883494
0 references
0.8916664
0 references
0.88942564
0 references
0.88709503
0 references
0.88641524
0 references
0.8853544
0 references
0.8853544
0 references
0.8852671
0 references
