BAYESIAN MODEL SELECTION VIA FILTERING FOR A CLASS OF MICRO-MOVEMENT MODELS OF ASSET PRICE (Q4675834)
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scientific article; zbMATH DE number 2165944
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | BAYESIAN MODEL SELECTION VIA FILTERING FOR A CLASS OF MICRO-MOVEMENT MODELS OF ASSET PRICE |
scientific article; zbMATH DE number 2165944 |
Statements
BAYESIAN MODEL SELECTION VIA FILTERING FOR A CLASS OF MICRO-MOVEMENT MODELS OF ASSET PRICE (English)
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6 May 2005
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Bayes factor
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counting process
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filtering
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Markov chain approximation method
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model selection
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price clustering
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Transaction data
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0.9724494
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0.94581836
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0.94565606
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0.9239682
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0.8934204
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0.8817048
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0.8744403
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