Celine S. Y. Lin

Feng Chia University - Department of Statistics

100 Wen Hwa Road

Taichung, 407

Taiwan

SCHOLARLY PAPERS

1

DOWNLOADS

65

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Estimation and Inference for Exponential Smooth Transition Nonlinear Volatility Models

Number of pages: 31 Posted: 18 Sep 2009
Feng Chia University - Department of Statistics, University of Sydney, University of Sydney Business School and Feng Chia University - Department of Statistics
Downloads 65 (345,282)

Abstract:

Loading...

Asymmetric, Bayesian inference, Heteroskedastic, Markov chain Monte Carlo (MCMC), Normal scale mixtures distribution