Bayesian Stochastic Volatility Models

Download or read book Bayesian Statistics and New Generations written by Raffaele Argiento and published by Springer Nature. This book was released on 2019-11-21 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a selection of peer-reviewed contributions to the fourth Bayesian Young Statisticians Meeting, BAYSM 2018, held at the University of Warwick on 2-3 July 2018. The meeting provided a valuable opportunity for young researchers, MSc students, PhD students, and postdocs interested in Bayesian statistics to connect with the broader Bayesian community. The proceedings offer cutting-edge papers on a wide range of topics in Bayesian statistics, identify important challenges and investigate promising methodological approaches, while also assessing current methods and stimulating applications. The book is intended for a broad audience of statisticians, and demonstrates how theoretical, methodological, and computational aspects are often combined in the Bayesian framework to successfully tackle complex problems.