A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models (Q3087583): Difference between revisions

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Latest revision as of 10:06, 4 July 2024

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A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models
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    A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models (English)
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    16 August 2011
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    Bayes factor
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    financial time series
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    path sampling
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