Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence

研究成果: Chapter › 同行評審

41 引文斯高帕斯（Scopus）

原文	English
主出版物標題	Bayesian Inference in the Social Sciences
發行者	Wiley-Blackwell
頁面	155-176
頁數	22
ISBN（電子）	9781118771051
ISBN（列印）	9781118771211
DOIs	https://doi.org/10.1002/9781118771051.ch6
出版狀態	Published - 29 9月 2014
對外發佈	是

存取文件

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keywords = "Auxiliary mixture sampler, Error distribution, Linear Gaussian state space models, Serial dependence, Stochastic volatility models",

author = "Chan, \{Joshua C.C.\} and Hsiao, \{Cody Y.L.\}",

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