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Particle filters and Bayesian inference in financial econometrics

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  • Hedibert F. Lopes
  • Ruey S. Tsay

Abstract

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Suggested Citation

  • Hedibert F. Lopes & Ruey S. Tsay, 2011. "Particle filters and Bayesian inference in financial econometrics," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(1), pages 168-209, January.
    • Handle: RePEc:jof:jforec:v:30:y:2011:i:1:p:168-209
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    File URL: http://hdl.handle.net/10.1002/for.1195
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