Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility
Author | : Roberto Leon-Gonzalez |
Publisher | : |
Total Pages | : |
Release | : 2015 |
ISBN-10 | : OCLC:1182830553 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Book Synopsis Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility by : Roberto Leon-Gonzalez
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