Bayesian statistical computations of nonlinear financial time series models: A survey with illustrations

DOI10.1023/A:1010052414254zbMath1153.91808MaRDI QIDQ1000516

Hiroki Tsurumi

Publication date: 6 February 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Mathematics Subject Classification ID

91B84: Economic time series analysis

91B82: Statistical methods; economic indices and measures