Comparison of MCMC Methods for Estimating Stochastic...

Comparison of MCMC Methods for Estimating Stochastic Volatility Models

Manabu Asai
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Volume:
25
Language:
english
Pages:
21
DOI:
10.1007/s10614-005-2974-4
Date:
June, 2005
File:
PDF, 203 KB
english, 2005
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