Bayesian semiparametric stochastic volatility modeling (Q736526)

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Bayesian semiparametric stochastic volatility modeling
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    Bayesian semiparametric stochastic volatility modeling (English)
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    4 August 2016
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    Bayesian nonparametrics
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    Dirichlet process mixture prior
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    Markov chain Monte Carlo
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    mixture models
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    stochastic volatility
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