✦ LIBER ✦

Bayesian range-based estimation of stochastic volatility models

✍ Scribed by Michael W. Brandt; Christopher S. Jones

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Range-Based Estimation of Stochastic Vol

✍ Sassan Alizadeh; Michael W. Brandt; Francis X. Diebold 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 556 KB

Multivariate Stochastic Volatility Model

✍ Yu, Jun; Meyer, Renate 📂 Article 📅 2006 🏛 Taylor and Francis Group 🌐 English ⚖ 279 KB

Bayesian Analysis of Stochastic Volatili

✍ Eric Jacquier, Nicholas G. Polson and Peter E. Rossi 📂 Article 📅 1994 🏛 American Statistical Association 🌐 English ⚖ 880 KB

Linear-representation Based Estimation o

✍ CHRISTIAN FRANCQ; JEAN-MICHEL ZAKOÏAN 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 607 KB

Bayesian estimation of stochastic volati

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

[Bayesian Analysis of Stochastic Volatil

✍ Robert F. Engle 📂 Article 📅 1994 🏛 American Statistical Association 🌐 English ⚖ 152 KB