A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models (Q3087583)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models |
scientific article; zbMATH DE number 5939440
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models |
scientific article; zbMATH DE number 5939440 |
Statements
A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models (English)
0 references
16 August 2011
0 references
Bayes factor
0 references
financial time series
0 references
path sampling
0 references
0 references
0 references
0 references
0.9140382
0 references
0.9105784
0 references
0.90638536
0 references
0.9038243
0 references
0.90247023
0 references
0.9014962
0 references
