Bayesian analysis of stochastic volatility models

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Bibliographic Details
Published inStochastic volatility: selected readings
Main Authors Jacquier, E, Polson, N G, Rossi, P E
Format Book Chapter
LanguageEnglish
Published 01.01.2005
Subjects
Bayesian method
Econometrics
Economic models
Financial economics
Stochastic processes
Variance
Volatility
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Bibliography:SourceType-Books-1
ObjectType-Book Chapter-1
content type line 8
ISBN:9780199257201
0199257205