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
Asymmetric stochastic volatility model , Bayesian analysis , Disturbance smoother , Markov chain Monte Carlo , Metropolis–Hastings algorithm , Simulation smoother , Kalman filter
Journal title
Computational Statistics and Data Analysis
Serial Year
2008
Journal title
Computational Statistics and Data Analysis
Record number
308403
Link To Document