Title of article :
Block sampler and posterior mode estimation for asymmetric stochastic volatility models
Author/Authors :
Yasuhiro Omori، نويسنده , , Toshiaki Watanabe، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Keywords :
Simulation smoother , Markov chain Monte Carlo , Bayesian analysis , Disturbance smoother , Metropolis–Hastings algorithm , Asymmetric stochastic volatility model , Kalman filter
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
