A new filtering inference procedure for a GED state-space volatility model (Q2156805)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new filtering inference procedure for a GED state-space volatility model |
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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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