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MCMC methods for comparing stochastic volatility and GARCH models

✍ Scribed by Richard Gerlach; Frank Tuyl

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Adaptive MCMC methods for inference on a

✍ Davide Raggi 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 467 KB

Kurtosis of GARCH and stochastic volatil

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Estimation methods for stochastic volati

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✍ Siddhartha Chib; Federico Nardari; Neil Shephard 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 304 KB

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✍ Markku Lanne; Pentti Saikkonen 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 398 KB

Valuation Equations for Stochastic Volat

✍ Bayraktar, Erhan; Kardaras, Constantinos; Xing, Hao 📂 Article 📅 2012 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 366 KB