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Property / DOI: 10.1016/j.csda.2005.12.014 / rank
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Latest revision as of 12:38, 10 December 2024

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Bayesian testing for non-linearity in volatility modeling
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    Bayesian testing for non-linearity in volatility modeling (English)
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    6 April 2009
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    volatility modeling
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    GARCH models
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    neural networks
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    Bayesian model selection
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    Markov chain Monte Carlo (MCMC)
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