Bayesian testing for jumps in stochastic volatility models with correlated jumps (Q5247227)
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scientific article; zbMATH DE number 6429487
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| English | Bayesian testing for jumps in stochastic volatility models with correlated jumps |
scientific article; zbMATH DE number 6429487 |
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Bayesian testing for jumps in stochastic volatility models with correlated jumps (English)
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23 April 2015
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Bayesian statistics
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stochastic volatility
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0.79572594165802
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0.7901678085327148
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0.7871568202972412
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0.7463279962539673
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0.7338219881057739
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