Bayesian estimation of dynamic asset pricing models with informative observations (Q1740278): Difference between revisions
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Revision as of 05:30, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian estimation of dynamic asset pricing models with informative observations |
scientific article |
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Bayesian estimation of dynamic asset pricing models with informative observations (English)
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30 April 2019
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non-affineness
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self-exciting jumps
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optimal proposal density
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auxiliary particle filter
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common random numbers
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sequential Monte Carlo sampler
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