Bayesian heavy-tailed stochastic volatility model in finance analysis based on MCMC simulation

被引：0

作者：

Zhu, Hui-Ming

Li, Feng

Yang, Jin-Ming

Yu, Ke-Ming

机构：

[1] College of Business Administration, Hunan Univ., Changsha 410082, China

[2] Department of Mathematics, Brunel Univ., London, UB83PH, United Kingdom

来源：

Xitong Fangzhen Xuebao / Journal of System Simulation | 2008年 / 20卷 / 09期

关键词：

14;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

引用

页码：2479 / 2482

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