A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models (Q3087583)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models |
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A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models (English)
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16 August 2011
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Bayes factor
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financial time series
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path sampling
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