An empirical Bayesian forecast in the threshold stochastic volatility models (Q4922646): Difference between revisions
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scientific article; zbMATH DE number 6170059
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English | An empirical Bayesian forecast in the threshold stochastic volatility models |
scientific article; zbMATH DE number 6170059 |
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An empirical Bayesian forecast in the threshold stochastic volatility models (English)
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3 June 2013
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empirical Bayes
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MCMC
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VaR
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threshold
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stochastic volatility model
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