Quotation Frühwirth-Schnatter, Sylvia, Sögner, Leopold. 2000. Bayesian Estimation of the Barndorff-Nielsen-Shephard Stochastic Volatility Model using MCMC methods. Vortrag beim SFB-Symposium Stochastic Volatility and Levy Processes, WU Wien, 25.9.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Paper presented at an academic conference or symposium
Language English
Title Bayesian Estimation of the Barndorff-Nielsen-Shephard Stochastic Volatility Model using MCMC methods
Year 2000

Associations

People
Sögner, Leopold (Details)
Frühwirth-Schnatter, Sylvia (Details)
Organization
Mathematical Methods in Statistics (Former organization)
Economics 6/Quantitative Economics (Former organization)
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