Markov chain Monte Carlo methods for stochastic volatility models

Siddhartha Chib, Federico Nardari and Neil Shephard ()

Journal of Econometrics, 2002, vol. 108, issue 2, 281-316

Date: 2002
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (279)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-4076(01)00137-3
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:108:y:2002:i:2:p:281-316

Access Statistics for this article

Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

More articles in Journal of Econometrics from Elsevier
Bibliographic data for series maintained by Catherine Liu ().