Raggi, Davide <br/><br/>
Adaptive MCMC methods for inference on affine stochastic volatility models with jumps 
 J5710  2005 

 -  2005 
 - 235-250  V.  08  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Adaptive MCMC;Auxiliary particle filter;Bayes factor;Junp diffusions;