Long memory stochastic volatility: A Bayesian approach

Communications in Statistics - Theory and Methods

Volumn 29, Issue 5-6, 2000, Pages 1367-1378

  Chan, Ngai Hang ^a   Petris, Giovanni ^a  

^a CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

Markov chain Monte Carlo; State space models

Indexed keywords

EID: 10244234980     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (18)

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