Stochastic volatility heteroskedasticity

[donotdespair]

Hey @mantihuang and @Eung1

Please, provide inputs to the Stochastic volatility heteroskedasticity section of the doc.

Please include the following parts:

1. Write out the model equations
2. List essential techniques for Bayesian computations with citations
3. Scrutinise the Gibbs sampler providing only the most important points
4. Present provided R code to sample a draw from full conditional posterior distributions by linking its elements to the parts of algo described in point 3. above.

Introduce the material using the notation in line with that established in section Autoregressions.

Please, create a Pull Request and include there all your commits containing contributions to this section. In your commits, please, include changes only to the index.qmd file. Could you make your submission clear, making instructive comments on the individual commits? If you're planning to introduce changes to other parts of the website, you can do that in a separate pull request. This would require you either to play with the branches to which you commit changes in GitHub Desktop or to wait to introduce changes to other parts of the page later on when you submit the Pull Request about your section.