Stochastic volatility models with heavy-tailed distributions : a Bayesian analysis / Toshiaki Wantanabe and Manubu Asai.
Saved in:
| Online Access: |
bring up online version |
|---|---|
| Main Author: | |
| Corporate Author: | |
| Other Authors: | |
| 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: |
| Item Description: | "November 2001." Title from cover. |
|---|---|
| Physical Description: | 36 pages, 16 unnumbered pages : illustrations ; 30 cm. |
| Bibliography: | Includes bibliographical references (pages 31-33) |