Markov chain Monte Carlo methods for stochastic volatility models. (Q1867723)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1891709
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Markov chain Monte Carlo methods for stochastic volatility models. |
scientific article; zbMATH DE number 1891709 |
Statements
Markov chain Monte Carlo methods for stochastic volatility models. (English)
0 references
2 April 2003
0 references
Bayes factor
0 references
Markov chain Monte Carlo
0 references
marginal likelihood
0 references
mixture models
0 references
particle filters
0 references
simulation-based inference
0 references
stochastic volatility
0 references
0 references
0 references
0 references
0.8795050382614136
0 references
0.8795049786567688
0 references
0.8678089380264282
0 references
0.8515900373458862
0 references
0.8498639464378357
0 references
