Multivariate stochastic volatility with co-heteroscedasticity

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Bibliographic Details

Authors and Corporations:	Chan, Joshua (Author), Doucet, Arnaud (Author), León-González, Roberto (Author), Strachan, Rodney W. (Author)
Other Authors:	Doucet, Arnaud [Author] • León-González, Roberto [Author] • Strachan, Rodney W. [Author]
Type of Resource:	E-Book
Language:	English
published:	[Canberra] Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis 2018
Series:	Australian National University: CAMA working paper series ; 2018, 52 (October 2018)
Subjects:	Markov Chain Monte Carlo Gibbs Sampling Flexible Parametric Model Particle Filter Co-heteroscedasticity state-space reparameterization alternating-order Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen