
Particle learning for Bayesian semi-parametric stochastic volatility model
Virbickaitė, Audronė, Lopes, Hedibert F., Concepción Ausín, M., Galeano, PedroJournal:
Econometric Reviews
DOI:
10.1080/07474938.2018.1514022
Date:
January, 2019
Fichier:
PDF, 2.11 MB
2019