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Bayesian inference with stochastic volatility models Matlab Code

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发表于 2022-3-25 22:06:19 | 显示全部楼层 |阅读模式

The following package and source code is Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes (with M. F. J. Steel), Computational Statistics and Data Analysis, 54, 2594-2608.

ContOUCode.zip (138.8 KB, 下载次数: 0, 售价: 5 积分)

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