Adaptive MCMC methods for inference on affine stochastic volatility models with jumps

✍ Scribed by Davide Raggi

• Book ID: 110880007
• Publisher: John Wiley and Sons
• Year: 2005
• Tongue: English
• Weight: 467 KB
• Volume: 8
• Category: Article
• ISSN: 1368-4221
• DOI: 10.1111/j.1368-423x.2005.00162.x