Marco
My blogs
| Gender | Male |
|---|---|
| Location | Madrid, Madrid, Spain |
| Introduction | This blog is mostly intended to reproduce the models and examples listed in the book "Analysis of Financial Time Series", by Ruey S. Tsay using Stan, a probabilistic programming language that provides full bayesian inference using MCMC sampling https://mc-stan.org/. I am not a statistician/mathematician/econometrician so do not expect anything to make sense, but feel free to comment and contribute. |