A non-iterative (trivial) method for posterior inference in stochastic volatility models (Q2405924)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A non-iterative (trivial) method for posterior inference in stochastic volatility models |
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A non-iterative (trivial) method for posterior inference in stochastic volatility models (English)
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28 September 2017
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stochastic volatility model
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Monte Carlo methods
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Markov chain Monte Carlo
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iterative methods
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