Stochastic volatility models with heavy-tailed distributions : a Bayesian analysis /

Stochastic volatility models with heavy-tailed distributions : a Bayesian analysis / Toshiaki Wantanabe and Manubu Asai.

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Bibliographic Details
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Main Author:	Watanabe, Toshiaki
Corporate Author:	Nihon Ginkō. Kin'yū Kenkyūjo
Other Authors:	Asai, Manabu
Format:	Book
Language:	English
Published:	Tokyo, Japan : Institute for Monetary and Economic Studies, Bank of Japan, [2001]
Series:	IMES discussion paper series ; no. 2001-E-17.
Subjects:	Stock price forecasting. Markov processes. Bayesian statistical decision theory. Monte Carlo method. Distribution (Probability theory) Stocks > Prices > Mathematical models. Rate of return > Econometric models.

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Norlin Library - Basement - Government Information - Foreign

Holdings details from Norlin Library - Basement - Government Information - Foreign
Call Number:	674-B22M 5:2001-E-17
674-B22M 5:2001-E-17	Available Place a Hold