Investigation of structural changes of continuous-time asset return models (Q3501461)
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scientific article; zbMATH DE number 5284183
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| English | Investigation of structural changes of continuous-time asset return models |
scientific article; zbMATH DE number 5284183 |
Statements
3 June 2008
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Markov chains
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Monte Carlo methods
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Bayes methods
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likelihood ratio test
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0.7844430208206177
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0.7778133153915405
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0.7740293741226196
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0.7717722058296204
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0.7711758613586426
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