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

  • Sylvia Frühwirth-Schnatter (Speaker)

Activity: Talk or presentation › Contributed talk › unknown

Period23 May 2001
Event titleInternational Meeting on Levy Processes, Stochastic Volatility, and Shot Noise Processes
Event typeConference
LocationAustriaShow on map

Fields of science

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