News impact curve for stochastic volatility models (Q2440158)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | News impact curve for stochastic volatility models |
scientific article |
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News impact curve for stochastic volatility models (English)
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27 March 2014
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Bayesian inference
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Markov chain Monte Carlo
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news impact curve
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rejection sampling
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stochastic volatility
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