Bayesian inference with stochastic volatility models Matlab Code

The following package and source code is Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes (with M. F. J. Steel), Computational Statistics and Data Analysis, 54, 2594-2608.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSizeDate
MCMC_contOU.m 58861 December 25 2013 16:47:53
randraw.m 217649 December 25 2013 16:47:53
readme.pdf 27686 December 25 2013 16:47:53
ret2.mat 37556 December 25 2013 16:47:53
retstar.mat 37768 December 25 2013 16:47:53
run.m 126 December 25 2013 16:47:53

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