Bayesian estimation of dynamic asset pricing models with informative observations (Q1740278): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Created claim: Wikidata QID (P12): Q128885203, #quickstatements; #temporary_batch_1723471789570 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q128885203 / rank | |||
Normal rank | |||
Latest revision as of 15:14, 12 August 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian estimation of dynamic asset pricing models with informative observations |
scientific article |
Statements
Bayesian estimation of dynamic asset pricing models with informative observations (English)
0 references
30 April 2019
0 references
non-affineness
0 references
self-exciting jumps
0 references
optimal proposal density
0 references
auxiliary particle filter
0 references
common random numbers
0 references
sequential Monte Carlo sampler
0 references
0 references
