Table 5.

The posterior estimations for SP500 by using HMC algorithm and GG sampler

Parameter	${\alpha }_0$	${\alpha }_1$	${\beta }_1$	$\rho$	$\lambda$	Time
HMC-mean	0.0239	0.1936	0.8032	0.8873	0.1631	14.52 mins
HMC-median	0.0231	0.1915	0.8046	0.8964	0.1618
	(0.0068)	(0.0307)	(0.0273)	(0.0426)	(0.0323)
GG-mean	0.0453	0.2351	0.7649	0.8593	0.1560	55.65 mins
GG-median	0.0431	0.2370	0.7630	0.8644	0.1609
	(0.0191)	(0.0626)	(0.0489)	(0.0732)	(0.0504)