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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| Language: | en |
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2012
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| Online Access: | http://hdl.handle.net/10012/7028 |