Wai Yin Wan

NSW Bureau of Crime Statistics and Research

Senior Research Officer

St James Centre

111 Elizabeth Street

SYDNEY NSW, 2000

Australia

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Bayesian Student-T Stochastic Volatility Models Via Scale Mixtures

Number of pages: 33 Posted: 20 Aug 2009
Boris Choy, Wai Yin Wan and Chun Man Chan
University of Sydney Business School, NSW Bureau of Crime Statistics and Research and affiliation not provided to SSRN
Downloads 241 (133,818)
Citation 2

Abstract:

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GARCH, Scale mixtures of normal, Scale mixture of uniform, Gibbs sampler, Outlier diagnostics, Leverage