Bayesian state-space estimation of stochastic volatility for storable commodities
B Karali, GJ Power, A Ishdorj - American Journal of Agricultural Economics, 2011 - JSTOR
… To overcome this difficulty, we use MCMC, a simulation-based inference technique. Since this is a Bayesian approach, the prior distribution must be stated. To obtain posteriors that are …
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… To overcome this difficulty, we use MCMC, a simulation-based inference technique. Since this is a Bayesian approach, the prior distribution must be stated. To obtain posteriors that are …