BAYESIAN-ANALYSIS OF STOCHASTIC VOLATILITY MODELS - COMMENT

Authors
NELSON DB
Citation
Db. Nelson, BAYESIAN-ANALYSIS OF STOCHASTIC VOLATILITY MODELS - COMMENT, Journal of business & economic statistics, 12(4), 1994, pp. 403-406
Citations number
9
Categorie Soggetti
Social Sciences, Mathematical Methods",Economics
Journal title
Journal of business & economic statistics → ACNP
ISSN journal
07350015
Volume
12
Issue
4
Year of publication
1994
Pages
403 - 406
Database
ISI
SICI code
0735-0015(1994)12:4<403:BOSVM->2.0.ZU;2-Q