MCMC Bayesian Estimation of a Skew-GED Stochastic...

Studies in Nonlinear Dynamics and Econometrics 2004 / 01 Vol. 8; Iss. 2

MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model

Cappuccio, Nunzio, Lubian, Diego, Raggi, Davide
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Volume:
8
Language:
english
Journal:
Studies in Nonlinear Dynamics & Econometrics
DOI:
10.2202/1558-3708.1211
Date:
January, 2004
File:
PDF, 1.09 MB
english, 2004
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