Bayesian analysis of stochastic volatility models (Q3374314)
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scientific article; zbMATH DE number 5010685
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bayesian analysis of stochastic volatility models |
scientific article; zbMATH DE number 5010685 |
Statements
9 March 2006
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Markov-chain Monte Carlo
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method of moments
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nonlinear filtering
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quasi-maximum likelihood
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0.91069233417511
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0.8838204741477966
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0.8838204145431519
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0.8724298477172852
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0.8678089380264282
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