Bayesian semiparametric Markov switching stochastic volatility model (Q6574607)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bayesian semiparametric Markov switching stochastic volatility model |
scientific article; zbMATH DE number 7883137
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Bayesian semiparametric Markov switching stochastic volatility model |
scientific article; zbMATH DE number 7883137 |
Statements
Bayesian semiparametric Markov switching stochastic volatility model (English)
0 references
18 July 2024
0 references
Bayes factor
0 references
Dirichlet process mixture
0 references
particle learning
0 references
sequential Monte Carlo
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
