Work

Bayesian Analysis of Stochastic Volatility Models

Year: 2002

Type: article

Source: Journal of Business and Economic Statistics

DOI: 10.1198/073500102753410408

Authors: Eric Jacquier, Nicholas G Polson, Peter E Rossi

Institutions: Cornell University, University of Chicago

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2046357557

FWCI: 98.67

Cites: 34

Cited by: 1,363

Related to: 10