Quick search Advanced search in
Advanced search in Research outcomes
Research outcomes
Filters
Filters
No filters available
Filters
No filters available
10
Relevance
Loading
1 research outcomes, page 1 of 1
- software . 2016Open Access EnglishAuthors:Kastner, Gregor;
Bayesian inference for stochastic volatility models using MCMC methods highly depends on actual parameter values in terms of sampling efficiency. While draws from the posterior utilizing the standard centered parameterization break down when the volatility of volatility...
1 research outcomes, page 1 of 1