"Locally Scaled and Stochastic Volatility Metropolis- Hastings Algorithms."

Wilson Tsakane Mongwe, Rendani Mbuvha, Tshilidzi Marwala (2021)

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DOI: 10.3390/A14120351

access: open

type: Journal Article

metadata version: 2022-01-21

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Wilson Tsakane Mongwe, Rendani Mbuvha, Tshilidzi Marwala:
Locally Scaled and Stochastic Volatility Metropolis- Hastings Algorithms. Algorithms 14(12): 351 (2021)

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