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"Block sampler and posterior mode estimation for asymmetric stochastic ..."

Yasuhiro Omori, Toshiaki Watanabe (2008)

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DOI: 10.1016/J.CSDA.2007.09.001

access: closed

type: Journal Article

metadata version: 2020-03-27

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Yasuhiro Omori, Toshiaki Watanabe:
Block sampler and posterior mode estimation for asymmetric stochastic volatility models. Comput. Stat. Data Anal. 52(6): 2892-2910 (2008)

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