On a buffered threshold autoregressive stochastic volatility model (Q6580756)
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scientific article; zbMATH DE number 7888957
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| English | On a buffered threshold autoregressive stochastic volatility model |
scientific article; zbMATH DE number 7888957 |
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On a buffered threshold autoregressive stochastic volatility model (English)
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29 July 2024
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Bayesian inference
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buffer zone
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Kalman filter
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stochastic volatility
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threshold estimation
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