Bayesian Estimation of Stochastic Volatility Models Based on OU Processes with Marginal Gamma Law

Leopold Sögner, Sylvia Frühwirth-Schnatter

Research output: Working paper and reports › Research report

Original language	English
Publication status	Published - 2007

Name	IFAS Research Paper Series
Volume	21

Fields of science

TY - UNPB

T1 - Bayesian Estimation of Stochastic Volatility Models Based on OU Processes with Marginal Gamma Law

AU - Sögner, Leopold

AU - Frühwirth-Schnatter, Sylvia

PY - 2007

Y1 - 2007

UR - https://www.ifas.jku.at/Portale/Institute/SOWI_Institute/ifas/content/e2550/e2756/e2758/files4831/ifasrp21_2007.pdf?preview=preview

M3 - Research report

T3 - IFAS Research Paper Series

BT - Bayesian Estimation of Stochastic Volatility Models Based on OU Processes with Marginal Gamma Law

ER -