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- W2963524567 abstract "In this article, we perform Bayesian estimation of stochastic volatility models with heavy tail distributions using Metropolis adjusted Langevin (MALA) and Riemman manifold Langevin (MMALA) methods..." @default.
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- W2963524567 date "2017-05-09" @default.
- W2963524567 modified "2023-10-18" @default.
- W2963524567 title "Riemann manifold Langevin methods on stochastic volatility estimation" @default.
- W2963524567 doi "https://doi.org/10.1080/03610918.2016.1255972" @default.
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