✦ LIBER ✦
Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma law
✍ Scribed by Sylvia Frühwirth-Schnatter; Leopold Sögner
- Publisher
- Springer Japan
- Year
- 2007
- Tongue
- English
- Weight
- 519 KB
- Volume
- 61
- Category
- Article
- ISSN
- 0020-3157
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