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)
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.