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Multivariate Stochastic Volatility with Co-Heteroscedasticity

Multivariate Stochastic Volatility with Co-Heteroscedasticity
Digital文書・図像類
CHAN, Joshua, DOUCET, Arnaud, Leon-Gonzalez, Roberto, STRACHAN, Rodney W.GRIPS Policy Research Center2020-09-04GRIPS Discussion Papers20-09
Other Libraries in Japan
  • Subject Heading...rameterization alternating-order

Multivariate Stochastic Volatility with Co-Heteroscedasticity

Multivariate Stochastic Volatility with Co-Heteroscedasticity
Digital文書・図像類
CHAN, Joshua, DOUCET, Arnaud, LEON-GONZALEZ, Roberto, STRACHAN, Rodney W.GRIPS Policy Research Center2018-10-11GRIPS Discussion PapersDP18-12
Other Libraries in Japan
  • Summary, etc....ergence and an alternating-order particle Gibbs that reduces t...
  • Subject Heading...rameterization alternating-order

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