Simulation-based sequential analysis of Markov switching stochastic volatility models (Q1020116)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation-based sequential analysis of Markov switching stochastic volatility models |
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Simulation-based sequential analysis of Markov switching stochastic volatility models (English)
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29 May 2009
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Bayesian time series
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Bayes factor
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Markov chain Monte Carlo
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particle filters
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sequential analysis
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stochastic volatility models
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