Posterior analysis of stochastic volatility models with flexible tails

M.F.J. Steel

Research output: Working paperDiscussion paperOther research output

264 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

Cite this

Steel, M. F. J. (1995). Posterior analysis of stochastic volatility models with flexible tails. (CentER Discussion Paper; Vol. 1995-68). Unknown Publisher.