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 |