Bayesian nonparametric modelling of the return distribution with stochastic volatility (Q2634125)
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English | Bayesian nonparametric modelling of the return distribution with stochastic volatility |
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Bayesian nonparametric modelling of the return distribution with stochastic volatility (English)
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8 February 2016
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Dirichlet process
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asset return
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stock index
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off-set mixture representation
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mixture model
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centred representation
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