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 |
|---|---|---|---|
| English | BAYESIAN MODEL SELECTION VIA FILTERING FOR A CLASS OF MICRO-MOVEMENT MODELS OF ASSET PRICE |
scientific article; zbMATH DE number 2165944 |
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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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