Stochastic Volatility Models (SVM) in the Analysis of Drought Periods (Q4555212): Difference between revisions

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+Generalized autoregressive conditional heteroscedasticity
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+Stochastic volatility in asset prices. Estimation with simulated maximum likelihood
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Sampling-Based Approaches to Calculating Marginal Densities
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+Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
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+BUGS for a Bayesian analysis of stochastic volatility models
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+Q4272782
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+Bayesian Measures of Model Complexity and Fit
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