Selection of Multivariate Stochastic Volatility Models via...

Journal of Business and Economic Statistics 2011 / 07 Vol. 29; Iss. 3

Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search

Loddo, Antonello, Ni, Shawn, Sun, Dongchu
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Volume:
29
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1198/jbes.2010.08197
Date:
July, 2011
File:
PDF, 385 KB
english, 2011
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