Stochastic tail index model for high frequency financial data with Bayesian analysis (Q1644258): Difference between revisions

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Latest revision as of 09:37, 28 August 2024

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Stochastic tail index model for high frequency financial data with Bayesian analysis
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    Stochastic tail index model for high frequency financial data with Bayesian analysis (English)
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    21 June 2018
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    Bayesian statistics
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    extreme values
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    high frequency
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    state space model
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    tail index
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