Variable dimension via stochastic volatility model using FX rates (Q5129099)
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scientific article; zbMATH DE number 7265933
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variable dimension via stochastic volatility model using FX rates |
scientific article; zbMATH DE number 7265933 |
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Variable dimension via stochastic volatility model using FX rates (English)
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26 October 2020
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changepoint analysis
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variable dimension process
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stochastic volatility model
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Bayesian computation
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FX rates
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MCMC
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