Particle learning for Bayesian semi-parametric stochastic volatility model Articles

authors

published in

Econometric Reviews Journal

publication date

January 2019

issue

9

volume

38

Digital Object Identifier (DOI)

https://doi.org/10.1080/07474938.2018.1514022

International Standard Serial Number (ISSN)

0747-4938

Electronic International Standard Serial Number (EISSN)

1532-4168

keywords

bayes factor; dirichlet process mixture; mcmc; sequential monte carlo