✦ LIBER ✦

Bayesian Estimation of a Skew-Student-t Stochastic Volatility Model

✍ Scribed by Abanto-Valle, C. A.; Lachos, V. H.; Dey, Dipak K.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Bayesian range-based estimation of stoch

✍ Michael W. Brandt; Christopher S. Jones 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 97 KB

Bayesian Melding Estimation of a Stochas

✍ HOTTA, LUIZ K. 📂 Article 📅 2010 🏛 Taylor and Francis Group 🌐 English ⚖ 374 KB

Efficient Bayesian estimation of a multi

✍ Tsunehiro Ishihara; Yasuhiro Omori 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 463 KB

On filtering and estimation of a thresho

✍ Robert J. Elliott; Chuin Ching Liew; Tak Kuen Siu 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 282 KB

Bayesian estimation of a Markov-switchin

✍ David Ardia 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 785 KB

Bayesian estimation of stochastic volati

✍ Sylvia Frühwirth-Schnatter; Leopold Sögner 📂 Article 📅 2007 🏛 Springer Japan 🌐 English ⚖ 519 KB