Bayesian semiparametric stochastic volatility modeling (Q736526)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian semiparametric stochastic volatility modeling |
scientific article |
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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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