Posterior analysis of stochastic volatility models with flexible tails

M.F.J. Steel

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Name	CentER Discussion Paper
Volume	1995-68

Keywords

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title = "Posterior analysis of stochastic volatility models with flexible tails",

keywords = "Time Series, Monte Carlo Technique, Bayesian Statistics, Markov Chains",

author = "M.F.J. Steel",

note = "Pagination: 28",

year = "1995",

language = "English",

volume = "1995-68",

series = "CentER Discussion Paper",

publisher = "Unknown Publisher",

type = "WorkingPaper",

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TY - UNPB

T1 - Posterior analysis of stochastic volatility models with flexible tails

AU - Steel, M.F.J.

N1 - Pagination: 28

PY - 1995

Y1 - 1995

KW - Time Series

KW - Monte Carlo Technique

KW - Bayesian Statistics

KW - Markov Chains

M3 - Discussion paper

VL - 1995-68

T3 - CentER Discussion Paper

BT - Posterior analysis of stochastic volatility models with flexible tails

PB - Unknown Publisher

ER -