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
Pages
19
From page
2892
To page
2910
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
Serial Year
2008
Journal title
Computational Statistics and Data Analysis
Record number
145722
Link To Document