MCMC Methods for Estimating Stochastic Volatility Models with Leverage Effects: Comments on Jacquier, Polson and Rossi (2002) Department of Economics, University of Auckland, 2002 - Bayesian statistical decision theory - 10 pages |
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MCMC Methods for Estimating Stochastic Volatility Models with Leverage Effects: Comments on Jacquier, Polson and Rossi (2002)Department of Economics, University of Auckland, 2002 - Bayesian statistical decision theory - 10 pages |