Bayesian Analysis of Stochastic Volatility Models: Comment.

Eitemau Tebyg

• Stochastic Volatility.
  gan: Shephard, N
  Cyhoeddwyd: (2005)
• Stochastic volatility: likelihood inference and comparison with ARCH models.
  gan: Kim, S, et al.
  Cyhoeddwyd: (1994)
• Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.
  gan: Kim, S, et al.
  Cyhoeddwyd: (2005)
• Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.
  gan: Kim, S, et al.
  Cyhoeddwyd: (2003)
• Econometric Analysis of Realised Volatility and Its Use in Estimating Stochastic Volatility Models.
  gan: Barndorff-Nielsen, O, et al.
  Cyhoeddwyd: (2001)