Title of article
Comparing stochastic volatility models through Monte Carlo simulations
Author/Authors
Davide Raggi، نويسنده , , Silvano Bordignon، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
22
From page
1678
To page
1699
Keywords
Jump diffusion , MCMC , Particle filters , Bayes factor , VAR , Stochastic Volatility
Journal title
Computational Statistics and Data Analysis
Serial Year
2006
Journal title
Computational Statistics and Data Analysis
Record number
144966
Link To Document