2002
Bayesian Analysis of Stochastic Volatility Models
Éric Jacquier, Nicholas G. Polson, Peter E. Rossi
Journal of Business and Economic StatisticsTop-listed
1.4k
cites
Faculty
Peter E. Rossi is a Marketing scholar at University of California, Los Angeles. Research spans Consumer Market Behavior and Pricing. 200 works, 19k citations (h-index 58).
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Affiliation on publications · University of California, Los Angeles
Éric Jacquier, Nicholas G. Polson, Peter E. Rossi
Journal of Business and Economic StatisticsTop-listed
A. Ronald Gallant, Peter E. Rossi, George E. Tauchen
Review of Financial Studies OATop-listed
Timothy G. Conley, Christian Hansen, Peter E. Rossi
The Review of Economics and StatisticsTop-listed