[Bayesian Analysis of Stochastic Volatility Models]: Comment
评论了Jacquier等人关于随机波动率模型的贝叶斯分析方法，通过实证比较了马尔可夫链蒙特卡洛与模拟极大似然法，发现两者在实际数据和蒙特卡洛实验中结果非常相似。
This article contains comments on 'Bayesian Analysis of Stochastic Volatility Models, ' by Jacquier, Polson, and Rossi. The Markov-chain Monte Carlo (MCMC) method proposed is compared empirically with a simulated maximum likelihood (SML) method. The MCMC and SML estimators yield very similar results, both when applied to actual data and in a Monte Carlo experiment.