TY  - BOOK
AU  - Meyer, Renate and Yu, Jun
TI  - BUGS for a Bayesian analysis of stochastic volatility models
PY  - 2000///
KW  - Econometrics
KW  - Stochastic volatility;Gibbs sampler;BUGS;Heavy tailed distributions;Non Gaussian nonlinear time series models;Leverage effect
ER  -