Quotation Frühwirth-Schnatter, Sylvia, Sögner, Leopold. 2001. MCMC estimation of the Barndorff-Nielsen-Shephard stochastic volatility model. Workshop der Austrian Working Group on Banking and Finance, University of Technology, Vienna


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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 MCMC estimation of the Barndorff-Nielsen-Shephard stochastic volatility model
Year 2001

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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