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

DOI10.1023/A:1010052414254zbMath1153.91808OpenAlexW204530226MaRDI QIDQ1000516

Hiroki Tsurumi

Publication date: 6 February 2009

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

Full work available at URL: https://doi.org/10.1023/a:1010052414254

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

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