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Latest revision as of 08:53, 4 July 2024

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Particle filters and Bayesian inference in financial econometrics
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    Particle filters and Bayesian inference in financial econometrics (English)
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    27 July 2011
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    particle learning
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    sequential Monte Carlo
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    Markov chain Monte Carlo
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    stochastic volatility
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    realized volatility
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    Nelson-Siegel model
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