Učitavanje...
Robust Bayesian Analysis of Heavy-tailed Stochastic Volatility Models using Scale Mixtures of Normal Distributions
A Bayesian analysis of stochastic volatility (SV) models using the class of symmetric scale mixtures of normal (SMN) distributions is considered. In the face of non-normality, this provides an appealing robust alternative to the routine use of the normal distribution. Specific distributions examined...
Spremljeno u:
| Glavni autori: | , , , |
|---|---|
| Format: | Artigo |
| Jezik: | Inglês |
| Izdano: |
2010
|
| Teme: | |
| Online pristup: | https://ncbi.nlm.nih.gov/pmc/articles/PMC2923593/ https://ncbi.nlm.nih.gov/pubmed/20730043 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.csda.2009.06.011 |
| Oznake: |
Dodaj oznaku
Bez oznaka, Budi prvi tko označuje ovaj zapis!
|