Bayesian Inference for Stochastic Volatility Models

Stochastic volatility (SV) models provide a natural framework for a representation of time series for financial asset returns. As a result, they have become increasingly popular in the finance literature, although they have also been applied in other fields such as signal processing, telecommunicati...

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Bibliographic Details
Main Author: Men, Zhongxian
Language:en
Published: 2012
Subjects:
Online Access:http://hdl.handle.net/10012/7028