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MONTE CARLO	(2) answer(s).

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ID: 281139

Modeling stochastic volatility with application to stock return / Krichene, Noureddine

Krichene, Noureddine	Article
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Stochastic volatility ; Kalman filter ; Data augmentation ; Markov chain ; Monte Carlo ; Diagnostics ;
Intergration sampler ; Particle filtering

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ID: 331936

Simple stochastic approach to debt sustainability applied to Lebanon / Di Giovanni, Julian; Gardner, Edward

Di Giovanni, Julian	Article
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Monte Carlo ; Public debt sustainability ; Risk analysis ; Fan charts

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