Bayesian cointegrated vector autoregression models incorporating \(\alpha\)-stable noise for inter-day price movements via approximate Bayesian computation (Q2634120): Difference between revisions
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Latest revision as of 10:38, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian cointegrated vector autoregression models incorporating \(\alpha\)-stable noise for inter-day price movements via approximate Bayesian computation |
scientific article |
Statements
Bayesian cointegrated vector autoregression models incorporating \(\alpha\)-stable noise for inter-day price movements via approximate Bayesian computation (English)
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8 February 2016
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cointegrated vector autoregression
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\(\alpha\)-stable
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approximate Bayesian computation
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