Bayesian analysis of stochastic volatility model using Gibbs sampling

被引：0
|
作者：
Zhu, Hui-Ming [1 ]
Li, Su-Fang [1 ]
Yu, Ke-Ming [2 ]
Zeng, Hui-Fang [1 ]
Lin, Jing [1 ]
机构：
[1] College of Business Administration, Hunan Univ., Changsha 410082, China
[2] Dept. of Mathematics, Brunel Univ., London UB8 3PH, United Kingdom
来源：
| 2008年 / Hunan University卷 / 35期
关键词：
Time series analysis;
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