Comparison of MCMC methods for estimating stochastic volatility models

Computational Economics

Volumn 25, Issue 3, 2005, Pages 281-301

  Asai, Manabu ^a  

^a SOKA UNIVERSITY   (Japan)

Author keywords

Integration sampler; Markov chain Monte Carlo; Mixture sampler; Multi move sampler; Simulation smoother

Indexed keywords

EID: 24044484260     PISSN: 09277099     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10614-005-2974-4     Document Type: Article

References (22)

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