BAYESIAN STOCHASTIC VOLATILITY MODELS: AUXILIARY VARIABLE METHODS FOR STOCHASTIC VOLATILITY AND OTHER TIME-VARYING VOLATILITY MODELS

STOCHASTIC

von Stefanos Giakoumatos

Taschenbuch

ISBN: 978-3-8383-8633-1

ISBN-10: 3-8383-8633-7

LAP LAMBERT Academic Publishing · 2010