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1 Ergebnisse
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Selection of Multivariate Stochastic Volatility Models via ..:
Loddo, Antonello
;
Ni, Shawn
;
Sun, Dongchu
Journal of Business & Economic Statistics. 29 (2011) 3 - p. 342-355 , 2011
Link:
https://doi.org/10.1198/jbes.2010.08197
RT Journal T1 <Title>Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1198_jbes.2010.08197&Exemplar=1&LAN=DE A1 Loddo, Antonello A1 Ni, Shawn A1 Sun, Dongchu PB Informa UK Limited YR 2011 SN 0735-0015 SN 1537-2707 JF Journal of Business & Economic Statistics VO 29 IS 3 SP 342 OP 355 LK http://dx.doi.org/https://doi.org/10.1198/jbes.2010.08197 DO https://doi.org/10.1198/jbes.2010.08197 SF ELIB - SuUB Bremen
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