MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model

Nunzio Cappuccio, Diego Lubian, Davide Raggi

Type: Article

Publication Date: 2003-01-01

Citations: 8

DOI: https://doi.org/10.2139/ssrn.445640

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SSRN Electronic Journal - View

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Works Cited by This (13)

Action	Title	Year	Authors
+	Further results on a class of distributions which includes the normal ones	1986	Adelchi Azzalini
+	Some adaptive Monte Carlo methods for Bayesian inference	1999	Luke Tierney Antonietta Mira
+	Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio	1995	Isabella Verdinelli Larry Wasserman
+	Understanding the Metropolis-Hastings Algorithm	1995	Siddhartha Chib Edward Greenberg
+	Markov Chain Monte Carlo in Practice	1995	Walter R. Gilks Sylvia Richardson David J. Spiegelhalter
+ PDF Chat	Markov Chains for Exploring Posterior Distributions	1994	Luke Tierney
+	Monte Carlo sampling methods using Markov chains and their applications	1970	W. Keith Hastings
+	The Calculation of Posterior Distributions by Data Augmentation	1987	Martin A. Tanner Wing Hung Wong
+	Markov Chain Monte Carlo Simulation Methods in Econometrics	1996	Siddhartha Chib Edward Greenberg
+	Adaptive Rejection Metropolis Sampling within Gibbs Sampling	1995	Walter R. Gilks Nicky Best Keith Tan