Bayesian Estimation of the Barndorff-Nielsen-Shephard Stochastic Volatility Model using MCMC methods

  • Sylvia Frühwirth-Schnatter (Speaker)

Activity: Talk or presentation › Other talk or presentation › unknown

Period25 Sept 2000
Event titleSFB-Symposium Stochastic Volatility and Levy Processes
Event typeOther
LocationAustriaShow on map

Fields of science

  • 504 Sociology
  • 305 Other Human Medicine, Health Sciences
  • 106 Biology
  • 502 Economics
  • 105 Geosciences
  • 102009 Computer simulation
  • 103 Physics, Astronomy
  • 101 Mathematics
  • 509 Other Social Sciences
  • 101029 Mathematical statistics