The Efficient Markov Chain Monte Carlo Estimation of the Stochastic Volatility Model with Changing Regimes

The Efficient Markov Chain Monte Carlo Estimation of the Stochastic Volatility Model with Changing Regimes
Author :
Publisher :
Total Pages : 108
Release :
ISBN-10 : OCLC:40761863
ISBN-13 :
Rating : 4/5 ( Downloads)
DOWNLOAD EBOOK
Book Synopsis The Efficient Markov Chain Monte Carlo Estimation of the Stochastic Volatility Model with Changing Regimes by : An An Chen

Download or read book The Efficient Markov Chain Monte Carlo Estimation of the Stochastic Volatility Model with Changing Regimes written by An An Chen and published by . This book was released on 1998 with total page 108 pages. Available in PDF, EPUB and Kindle. Book excerpt:


The Efficient Markov Chain Monte Carlo Estimation of the Stochastic Volatility Model with Changing Regimes Related Books

The Efficient Markov Chain Monte Carlo Estimation of the Stochastic Volatility Model with Changing Regimes
Language: en
Pages: 108

The Efficient Markov Chain Monte Carlo Estimation of the Stochastic Volatility Model with Changing Regimes

Authors: An An Chen
Categories: Markov processes
Type: BOOK - Published: 1998 - Publisher:

DOWNLOAD EBOOK

Markov Chain Monte Carlo Methods for Generalized Stochastic Volatility Models
Language: en
Pages: 0

Markov Chain Monte Carlo Methods for Generalized Stochastic Volatility Models

Authors: Siddhartha Chib
Categories:
Type: BOOK - Published: 2001 - Publisher:

DOWNLOAD EBOOK

This paper is concerned with simulation based inference in generalized models of stochastic volatility defined by heavy-tailed student-t distributions (with unk
Estimation of Stochastic Volatility Models with Markov Chain Monte Carlo Methods
Language: en
Pages:

Estimation of Stochastic Volatility Models with Markov Chain Monte Carlo Methods

Authors: Maximilian Richter
Categories:
Type: BOOK - Published: 2016 - Publisher:

DOWNLOAD EBOOK

Markov Chain Monte Carlo (MCMC) methods are a Bayesian approach to tackle one of the main obstacles encountered in the estimation of modern-day stochastic volat
Markov Chain Monte Carlo
Language: en
Pages: 352

Markov Chain Monte Carlo

Authors: Dani Gamerman
Categories: Mathematics
Type: BOOK - Published: 2006-05-10 - Publisher: CRC Press

DOWNLOAD EBOOK

While there have been few theoretical contributions on the Markov Chain Monte Carlo (MCMC) methods in the past decade, current understanding and application of
Modeling, Stochastic Control, Optimization, and Applications
Language: en
Pages: 599

Modeling, Stochastic Control, Optimization, and Applications

Authors: George Yin
Categories: Mathematics
Type: BOOK - Published: 2019-07-16 - Publisher: Springer

DOWNLOAD EBOOK

This volume collects papers, based on invited talks given at the IMA workshop in Modeling, Stochastic Control, Optimization, and Related Applications, held at t