Stochastic volatility in mean: Efficient analysis by a generalized mixture sampler

  • Daichi Hiraki
  • , Siddhartha Chib
  • , Yasuhiro Omori

    Research output: Contribution to journal › Article › peer-review

    Fingerprint

    Dive into the research topics of 'Stochastic volatility in mean: Efficient analysis by a generalized mixture sampler'. Together they form a unique fingerprint.

    Keyphrases

    Mathematics