Stochastic Volatility Model vs. GARCH Model : A Comparative Study |
이용흔
(중앙대학교 통계학과)
김삼용 (중앙대학교 통계학과) 황선영 (숙명여자대학교 통계학과) |
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Markov chain Monte Carlo simulation methods in econometrics
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DOI ScienceOn |
2 |
Generalized autoregressive conditional heteroskedasticity
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3 |
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4 |
Stochastic relaxation, Gibbs distributions, and the Bayesian reconstruction of images
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DOI ScienceOn |
5 |
Stochastic Volatility; Likelihood Inference and Comparison with ARCH Models
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DOI ScienceOn |
6 |
Explaining the Gibbs sampler
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DOI ScienceOn |
7 |
Sampling-based approaches to calculating marginal densities
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DOI ScienceOn |