Comparing MCMC algorithms in Stochastic Volatility Models using Simulation Based Calibration

MLA

Wee, Benjamin. Comparing MCMC Algorithms in Stochastic Volatility Models Using Simulation Based Calibration. 2024. EBSCOhost, widgets.ebscohost.com/prod/customlink/proxify/proxify.php?count=1&encode=0&proxy=&find_1=&replace_1=&target=https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&scope=site&db=edsarx&AN=edsarx.2402.12384&authtype=sso&custid=ns315887.

APA

Wee, B. (2024). Comparing MCMC algorithms in Stochastic Volatility Models using Simulation Based Calibration.

Chicago

Wee, Benjamin. 2024. “Comparing MCMC Algorithms in Stochastic Volatility Models Using Simulation Based Calibration.” http://widgets.ebscohost.com/prod/customlink/proxify/proxify.php?count=1&encode=0&proxy=&find_1=&replace_1=&target=https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&scope=site&db=edsarx&AN=edsarx.2402.12384&authtype=sso&custid=ns315887.