000 00612nam a2200181Ia 4500
008 100324s9999 xx 000 0 und d
100 _aMeyer, Renate and Yu, Jun
240 _aEconometrics Journal (3 Issues per Annualy)
245 _aBUGS for a Bayesian analysis of stochastic volatility models
246 _aJ5045
_f2000
260 _c2000
300 _bV. 03
_cIssue. 2
_a198-215
366 _b2000
366 _bDec
650 _aEconometrics
653 _aStochastic volatility;Gibbs sampler;BUGS;Heavy tailed distributions;Non Gaussian nonlinear time series models;Leverage effect;
942 _cJA
999 _c43035
_d43035