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"MCMC interweaving strategy for estimating stochastic volatility model and ..."

Cheng-en Li, Jian-hua Shi (2023)

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DOI: 10.1080/03610918.2020.1861463

access: closed

type: Journal Article

metadata version: 2023-02-20

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Cheng-en Li, Jian-hua Shi:
MCMC interweaving strategy for estimating stochastic volatility model and its application. Commun. Stat. Simul. Comput. 52(2): 557-568 (2023)

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