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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=144966
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