Quotation Frühwirth-Schnatter, Sylvia, Sögner, Leopold. 2001. Some new contributions to MCMC Estimation of the Barndorff-Nielsen-Shephard Stochastic Volatility Model. Meeting on Levy Processes, Stochastic Volatility, and Realized Power Variation, Nuffield College, Oxford, Großbritannien, 5.12.-6.12. Invited Talk


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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 Some new contributions to MCMC Estimation of the Barndorff-Nielsen-Shephard Stochastic Volatility Model
Event Meeting on Levy Processes, Stochastic Volatility, and Realized Power Variation, Nuffield College
Year 2001
Date 5.12.-6.12
Country United Kingdom
Location Oxford
Invited Talk Y

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Frühwirth-Schnatter, Sylvia (Details)
Sögner, Leopold (Details)
Organization
Institute for Statistics and Mathematics IN (Details)
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