Block sampler and posterior mode estimation for asymmetric stochastic volatility models
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- Yasuhiro Omori & Toshiaki Watanabe, 2007. "Block Sampler and Posterior Mode Estimation for Asymmetric Stochastic Volatility Models," CIRJE F-Series CIRJE-F-507, CIRJE, Faculty of Economics, University of Tokyo.
References listed on IDEAS
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- Yasuhiro Omori & Toshiaki Watanabe, 2003.
"Block Sampler and Posterior Mode Estimation for a Nonlinear and Non-Gaussian State-Space Model with Correlated Errors,"
CIRJE-F-221, CIRJE, Faculty of Economics, University of Tokyo.
- Yasuhiro Omori & Toshiaki Watanabe, 2007. "Block Sampler and Posterior Mode Estimation for A Nonlinear and Non-Gaussian State-space Model with Correlated Errors," CIRJE F-Series CIRJE-F-508, CIRJE, Faculty of Economics, University of Tokyo.
- Yasuhiro Omori & Toshiaki Watanabe, 2007. "Block Sampler and Posterior Mode Estimation for A Nonlinear and Non-Gaussian State-Space Model with Correlated Errors," CARF F-Series CARF-F-104, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
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