Simulation methods for nonlinear and non-Gaussian models in finance
R Casarin - Premio SIE, Rivista Italiana degli Economisti, 2005 - Citeseer
… We provide (Chapter 2) an updated review of the Bayesian simulation based inference for dynamic econometric models. Then we focus (Chapter 6) on stochastic volatility models with …
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… We provide (Chapter 2) an updated review of the Bayesian simulation based inference for dynamic econometric models. Then we focus (Chapter 6) on stochastic volatility models with …