Bayesian Estimation of the Barndorff-Nielsen-Shephard Stochastic Volatility Model using MCMC methods

Activity: Talk or presentation › Science to science

Period22 May 2001 → 23 May 2001
Event titleWorkshop on Financial Time Series, Lévy Processes, Stochastic Volatility, and Applications of Shot Noise Processes, Vienna University of Technology
Event typeUnknown
Degree of RecognitionNational

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