Matches in SemOpenAlex for { <https://semopenalex.org/work/W3089147478> ?p ?o ?g. }
Showing items 1 to 98 of
98
with 100 items per page.
- W3089147478 endingPage "200" @default.
- W3089147478 startingPage "186" @default.
- W3089147478 abstract "The stochastic volatility model is a popular tool for modeling the volatility of assets. The model is a nonlinear and non‐Gaussian state space model and presents some challenges not seen in general. Many approaches have been developed for Bayesian analysis that rely on numerically intensive techniques such as Markov chain Monte Carlo (MCMC). Convergence and mixing problems still plague MCMC algorithms used for the model. We present an approach that ameliorates the slow convergence and mixing problems when fitting stochastic volatility models. The approach accelerates the convergence by exploiting the geometry of one of the targets. We demonstrate the method on various numerical examples." @default.
- W3089147478 created "2020-10-01" @default.
- W3089147478 creator A5042827224 @default.
- W3089147478 creator A5066091706 @default.
- W3089147478 date "2020-10-19" @default.
- W3089147478 modified "2023-10-13" @default.
- W3089147478 title "A Note on Efficient Fitting of Stochastic Volatility Models" @default.
- W3089147478 cites W1501586228 @default.
- W3089147478 cites W1544274373 @default.
- W3089147478 cites W1977569390 @default.
- W3089147478 cites W1985037657 @default.
- W3089147478 cites W1995780830 @default.
- W3089147478 cites W2001772055 @default.
- W3089147478 cites W2045411880 @default.
- W3089147478 cites W2046357557 @default.
- W3089147478 cites W2048971218 @default.
- W3089147478 cites W2053974175 @default.
- W3089147478 cites W2079672223 @default.
- W3089147478 cites W2098613108 @default.
- W3089147478 cites W2121448470 @default.
- W3089147478 cites W2131598171 @default.
- W3089147478 cites W2135973421 @default.
- W3089147478 cites W2949724480 @default.
- W3089147478 cites W2964036097 @default.
- W3089147478 cites W4232832013 @default.
- W3089147478 cites W45374770 @default.
- W3089147478 doi "https://doi.org/10.1111/jtsa.12561" @default.
- W3089147478 hasPublicationYear "2020" @default.
- W3089147478 type Work @default.
- W3089147478 sameAs 3089147478 @default.
- W3089147478 citedByCount "1" @default.
- W3089147478 countsByYear W30891474782022 @default.
- W3089147478 crossrefType "journal-article" @default.
- W3089147478 hasAuthorship W3089147478A5042827224 @default.
- W3089147478 hasAuthorship W3089147478A5066091706 @default.
- W3089147478 hasConcept C105795698 @default.
- W3089147478 hasConcept C107673813 @default.
- W3089147478 hasConcept C111350023 @default.
- W3089147478 hasConcept C121332964 @default.
- W3089147478 hasConcept C126255220 @default.
- W3089147478 hasConcept C138777275 @default.
- W3089147478 hasConcept C149782125 @default.
- W3089147478 hasConcept C158622935 @default.
- W3089147478 hasConcept C160234255 @default.
- W3089147478 hasConcept C162324750 @default.
- W3089147478 hasConcept C163716315 @default.
- W3089147478 hasConcept C187625094 @default.
- W3089147478 hasConcept C2777303404 @default.
- W3089147478 hasConcept C28826006 @default.
- W3089147478 hasConcept C33923547 @default.
- W3089147478 hasConcept C50522688 @default.
- W3089147478 hasConcept C62520636 @default.
- W3089147478 hasConcept C85393063 @default.
- W3089147478 hasConcept C91602232 @default.
- W3089147478 hasConcept C93045229 @default.
- W3089147478 hasConcept C98763669 @default.
- W3089147478 hasConceptScore W3089147478C105795698 @default.
- W3089147478 hasConceptScore W3089147478C107673813 @default.
- W3089147478 hasConceptScore W3089147478C111350023 @default.
- W3089147478 hasConceptScore W3089147478C121332964 @default.
- W3089147478 hasConceptScore W3089147478C126255220 @default.
- W3089147478 hasConceptScore W3089147478C138777275 @default.
- W3089147478 hasConceptScore W3089147478C149782125 @default.
- W3089147478 hasConceptScore W3089147478C158622935 @default.
- W3089147478 hasConceptScore W3089147478C160234255 @default.
- W3089147478 hasConceptScore W3089147478C162324750 @default.
- W3089147478 hasConceptScore W3089147478C163716315 @default.
- W3089147478 hasConceptScore W3089147478C187625094 @default.
- W3089147478 hasConceptScore W3089147478C2777303404 @default.
- W3089147478 hasConceptScore W3089147478C28826006 @default.
- W3089147478 hasConceptScore W3089147478C33923547 @default.
- W3089147478 hasConceptScore W3089147478C50522688 @default.
- W3089147478 hasConceptScore W3089147478C62520636 @default.
- W3089147478 hasConceptScore W3089147478C85393063 @default.
- W3089147478 hasConceptScore W3089147478C91602232 @default.
- W3089147478 hasConceptScore W3089147478C93045229 @default.
- W3089147478 hasConceptScore W3089147478C98763669 @default.
- W3089147478 hasIssue "2" @default.
- W3089147478 hasLocation W30891474781 @default.
- W3089147478 hasOpenAccess W3089147478 @default.
- W3089147478 hasPrimaryLocation W30891474781 @default.
- W3089147478 hasRelatedWork W1567728938 @default.
- W3089147478 hasRelatedWork W2004330626 @default.
- W3089147478 hasRelatedWork W2411806651 @default.
- W3089147478 hasRelatedWork W2777639970 @default.
- W3089147478 hasRelatedWork W2803749326 @default.
- W3089147478 hasRelatedWork W2804478675 @default.
- W3089147478 hasRelatedWork W3122863754 @default.
- W3089147478 hasRelatedWork W3123210238 @default.
- W3089147478 hasRelatedWork W3125762176 @default.
- W3089147478 hasRelatedWork W4313653791 @default.
- W3089147478 hasVolume "42" @default.
- W3089147478 isParatext "false" @default.
- W3089147478 isRetracted "false" @default.
- W3089147478 magId "3089147478" @default.
- W3089147478 workType "article" @default.