Bayesian Analysis of Stochastic Volatility Models
Jacquier, Eric; Polson, Nicholas G; Rossi, Peter E
- 期刊名称Journal of Business & Economic Statistics
- 作者Jacquier, Eric; Polson, Nicholas G; Rossi, Peter E
- 卷第20卷
- 期第1期
- 印刷ISSN0735-0015
- 电子ISSN1537-2707
- 文件大小2749.33KB
- 发表时间2002-01
- DOI10.1198/073500102753410408
- 页码69-87