Bayesian approach to Markov switching stochastic volatility model with jumps (Q3102909)
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scientific article; zbMATH DE number 5980530
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| English | Bayesian approach to Markov switching stochastic volatility model with jumps |
scientific article; zbMATH DE number 5980530 |
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Bayesian Approach to Markov Switching Stochastic Volatility Model with Jumps (English)
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25 November 2011
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Monte Carlo Markov chain
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0.7976054549217224
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0.7901678085327148
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0.7881798148155212
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0.7789801359176636
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0.7697750926017761
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