Bayesian statistical computations of nonlinear financial time series models: a survey with illustrations (Q1012207)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian statistical computations of nonlinear financial time series models: a survey with illustrations |
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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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