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Title: Block sampler and posterior mode estimation for asymmetric stochastic volatility models
Authors: Omori, Yasuhiro
Watanabe, Toshiaki  
Issue Date: Feb-2008
Publisher: Elsevier B.V.
Citation: Computational Statistics & Data Analysis
Volume: 52
Issue: 6
Start Page: 2892
End Page: 2910
Citation note: Article in Press
DOI: 10.1016/j.csda.2007.09.001
Language: eng
Text Version: author
Rights: Copyright (C)2007, Elsevier B.V. The definitive version is published in Computational Statistics & Data Analysis, Volume 52, Issue 6, February 2008, DOI:10.1016/j.csda.2007.09.001 .
Appears in Collections:010a Journal Articles = 雑誌掲載論文

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