Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma law

Frühwirth-Schnatter, Sylvia and Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 (2009) Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma law. Annals of the Institute of Statistical Mathematics, 61 (1), pp. 159-179. https://doi.org/10.1007/s10463-007-0130-8

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Item Type:	Article in Academic Journal
Former Research Units:	Divisions > All Research Groups > Old Former Research Groups > Former Departments (until 2015) > Department of Economics and Finance > Academic Research
Date Deposited:	20 Jan 2015 11:45
Last Modified:	06 Jun 2025 12:47
DOI:	10.1007/s10463-007-0130-8
ISSN:	0020-3157
URI:	https://irihs.ihs.ac.at/id/eprint/2623

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