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On efficient Bayesian inference for models with stochastic volatility

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Figure

Table 1: Sample mean and variance of log(y 2 t + c) − h t when h is simulated using µ =
Table 2: Posterior medians and 95% credible intervals of the model parameters with data simulated using different values of c.
Figure 1: Posterior mean of h t using the MH-S and KSC methods and different values of c
Table 3: Posterior medians and 95% credible intervals of the model parameters with data simulated with σ η = 0.2 and using the MH-NS sampler with different values of c.
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