Journal of Business & Economic Statistics ISSN: 0735-0015 (Print) 1537-2707 (Online) Journal homepage: https://www.tandfonline.com/loi/ubes20 Bayesian Analysis of Stochastic Volatility Models Eric Jacquier, Nicholas G Polson & Peter E Rossi To cite this article: Eric Jacquier, Nicholas G Polson & Peter E Rossi (2002) Bayesian Analysis of Stochastic Volatility Models, Journal of Business & Economic Statistics, 20:1, 69-87, DOI: 10.1198/073500102753410408 To link to this article: https://doi.org/10.1198/073500102753410408 Published online: 01 Jan 2012. Submit your article to this journal Article views: 2314 View related articles Citing articles: 46 View citing articles Full Terms & Conditions of access and use can be found at https://www.tandfonline.com/action/journalInformation?journalCode=ubes20