"Bayesian Estimation and Prediction of Stochastic Volatility Models via INLA."

Ricardo S. Ehlers, Mauricio Zevallos (2015)

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DOI: 10.1080/03610918.2013.790444

access: closed

type: Journal Article

metadata version: 2020-05-10

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Ricardo S. Ehlers, Mauricio Zevallos:
Bayesian Estimation and Prediction of Stochastic Volatility Models via INLA. Commun. Stat. Simul. Comput. 44(3): 683-693 (2015)

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