Bayesian Estimation of Stochastic Volatility Models

Authors :: John S. J. Hsu
Svetlozar T. Rachev
Biliana S. Bagasheva
Frank J. Fabozzi
Source :: Bayesian Methods in Finance: Rachev/Bayesian
Publication Year :: 2015
Publisher :: John Wiley & Sons, Inc., 2015.

Subjects :: Bayes estimator
Stochastic volatility
Stochastic modelling
Constant elasticity of variance model
Econometrics
Variable-order Bayesian network
Mathematics

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