Jump to main content

yr 〜
yr

Search results 2

Exact Likelihood for Inverse Gamma Stochastic Volatility Models

Exact Likelihood for Inverse Gamma Stochastic Volatility Models
Digital文書・図像類
LEON-GONZALEZ, Roberto, MAJONI, BlessingsGRIPS Policy Research Center2024-04-24GRIPS Discussion Papers24-3
Other Libraries in Japan
  • Subject HeadingHypergeometric Function Particle Filter Parallel Computing Euler Acceleration

Exact Likelihood for Inverse Gamma Stochastic Volatility Models

Exact Likelihood for Inverse Gamma Stochastic Volatility Models
Digital文書・図像類
LEON-GONZALEZ, Roberto, MAJONI, BlessingsGRIPS Policy Research Center2023-08-10GRIPS Discussion Papers23-7
Other Libraries in Japan
  • Subject HeadingHypergeometric Function Particle Filter Parallel Computing Euler Acceleration

Reached to the end of result.

RSS