Journal Article

Comment: "Bayesian Analysis of Stochastic Volatility Models" by E. Jacquier, N.G. Polson, and P.E. Rossi

Journal of Business & Economic Statistics
Author(s)

Torben Gustav Andersen

Comment on paper by Eric Jacquier, Nicholas Polson and Peter Rossi in the same issue.
Date Published: 1994
Citations: Andersen, Torben Gustav. 1994. Comment: "Bayesian Analysis of Stochastic Volatility Models" by E. Jacquier, N.G. Polson, and P.E. Rossi. Journal of Business & Economic Statistics. (4)389-392.
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