Posterior analysis of stochastic volatility models with flexible tails

M.F.J. Steel

Research output: Working paperDiscussion paperOther research output

243 Downloads (Pure)
Original languageEnglish
PublisherUnknown Publisher
Number of pages28
Volume1995-68
Publication statusPublished - 1995

Publication series

NameCentER Discussion Paper
Volume1995-68

Keywords

  • Time Series
  • Monte Carlo Technique
  • Bayesian Statistics
  • Markov Chains

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