Quotation Frühwirth-Schnatter, Sylvia, Sögner, Leopold. 2001. Bayesian Estimation of the Barndorff-Nielsen-Shephard Stochastic Volatility Model using MCMC methods. Workshop on Financial Time Series, Lévy Processes, Stochastic Volatility, and Applications of Shot Noise Processes, Vienna University of Technology, Wien, Österreich, 22.05.-23.05. 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 Bayesian Estimation of the Barndorff-Nielsen-Shephard Stochastic Volatility Model using MCMC methods
Event Workshop on Financial Time Series, Lévy Processes, Stochastic Volatility, and Applications of Shot Noise Processes, Vienna University of Technology
Year 2001
Date 22.05.-23.05
Country Austria
Location Wien
URL http://www.fam.tuwien.ac.at/g2g/
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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