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bookmarks

publications

(3)

• Explaining the early years of the euro exchange rate: An episode of learning about a new central bank
  Manuel G{\'o}mez and Michael Melvin and Federico Nardari European Economic Review 51 505--520 (2007)
  to Euro by smicha on 2008-04-28 13:05:01
  | URL | BibTeX  
• Markov chain Monte Carlo methods for stochastic volatility models
  Siddhartha Chib and Federico Nardari and Neil Shephard Journal of Econometrics 108 281--316 (2002)
  to Stochastic volatility by smicha on 2008-04-21 22:02:42
  | URL | BibTeX  
• Analysis of high dimensional multivariate stochastic volatility models
  Siddhartha Chib and Federico Nardari and Neil Shephard Journal of Econometrics 134 341--371 (2006)
  to Time-varying correlations by smicha on 2008-04-21 22:02:42
  | URL | BibTeX