Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility

Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility
Ponente/Speaker: R. León-González (National Graduate Institute for Policy Studies, Japan).
Email:  
Web:  www.grips.ac.jp/list/facultyinfo/leon_gonzalez_roberto/
Fecha/Date: 16-09-2016.
Lugar/Venue: Aula de Informática D3.6.
Hora/Time: 12:15.
  Abstract
Trabajo completo/FullText:   Descargar
Key Contact: F.J. Vázquez-Polo.

Seminar