Variable dimension via stochastic volatility model using FX rates (Q5129099)
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scientific article; zbMATH DE number 7265933
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| English | Variable dimension via stochastic volatility model using FX rates |
scientific article; zbMATH DE number 7265933 |
Statements
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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0.7584854960441589
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0.7334299087524414
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0.7317487597465515
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0.7302957773208618
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0.7287372946739197
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