Bayesian statistical computations of nonlinear financial time series models: a survey with illustrations (Q1012207)
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scientific article; zbMATH DE number 5543880
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bayesian statistical computations of nonlinear financial time series models: a survey with illustrations |
scientific article; zbMATH DE number 5543880 |
Statements
Bayesian statistical computations of nonlinear financial time series models: a survey with illustrations (English)
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15 April 2009
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quadrature formula
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Laplace approximation
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MCMC
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GARCH
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stochastic volatility
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0.7934190630912781
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0.7874858379364014
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0.7792730927467346
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0.7786280512809753
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0.7741310000419617
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