A new filtering inference procedure for a GED state-space volatility model (Q2156805)
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scientific article; zbMATH DE number 7560386
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| English | A new filtering inference procedure for a GED state-space volatility model |
scientific article; zbMATH DE number 7560386 |
Statements
A new filtering inference procedure for a GED state-space volatility model (English)
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20 July 2022
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Bayesian dynamic model
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currency
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exchange rate
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COVID-19
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conjugate updated procedure \(1\) (CUP1)
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approximated smoothing procedure
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0.73100745677948
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0.7154317498207092
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0.7105156779289246
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0.7095147371292114
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0.7041147351264954
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