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Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models

26 February 2016

Papers citing "Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models"

4 / 4 papers shown

Title
Dealing with Stochastic Volatility in Time Series Using the R Package stochvol G. Kastner 51 162 0 28 Jun 2019
Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Estimation of Stochastic Volatility Models G. Kastner Sylvia Fruhwirth-Schnatter 42 296 0 16 Jun 2017
Efficient Bayesian inference for stochastic volatility models with ensemble MCMC methods Alexander Y. Shestopaloff Radford M. Neal 58 6 0 09 Dec 2014
Bayesian Parameter Inference for Partially Observed Stopped Processes Ajay Jasra N. Kantas 66 20 0 18 Jan 2012