Comparison of MCMC methods for estimating GARCH models
Manabu Asai, Toshiaki Watanabe
(COE discussion paper series, no. 18)
Faculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University, 2004
"21世紀COEプログラム「金融市場のミクロ構造と制度設計」, 東京都立大学"--At end
Includes bibliographical references
Faculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University