Meyer, Renate and Yu, Jun <br/><br/>
BUGS for a Bayesian analysis of stochastic volatility models 
 J5045  2000 

 -  2000 
 - 198-215  V.  03  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Stochastic volatility;Gibbs sampler;BUGS;Heavy tailed distributions;Non Gaussian nonlinear time series models;Leverage effect;