Particle filters and Bayesian inference in financial econometrics (Q3018542): Difference between revisions
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Revision as of 06:07, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | 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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