authors
- VIRBICKAITE, AUDRONE
- Lopes, E. F.
- GALEANO SAN MIGUEL, PEDRO
- AUSIN OLIVERA, MARIA CONCEPCION
Particle learning for Bayesian non-parametric Markov switching stochastic volatility model
Conference Contributions
Overview
event
- VIt Workshop in Time Series Econometrics
event place
- ZARAGOZA
participation category
- PONENCIA
web site
publication date
- 2014