Block Sampler and Posterior Mode Estimation for Asymmetric Stochastic Volatility Models
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- Omori, Yasuhiro & Watanabe, Toshiaki, 2008. "Block sampler and posterior mode estimation for asymmetric stochastic volatility models," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 2892-2910, February.
References listed on IDEAS
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More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-09-09 (All new papers)
- NEP-ECM-2007-09-09 (Econometrics)
- NEP-ETS-2007-09-09 (Econometric Time Series)
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