"Bayesian Approach to Markov Switching Stochastic Volatility Model with Jumps."

Chao Yu, Jingxiao Zhang (2011)

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DOI: 10.1080/03610918.2011.589331

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type: Journal Article

metadata version: 2020-05-10

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Chao Yu, Jingxiao Zhang:
Bayesian Approach to Markov Switching Stochastic Volatility Model with Jumps. Commun. Stat. Simul. Comput. 40(10): 1613-1626 (2011)

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