A Bayesian Analysis of Unobserved Component Models using Ox
Year of publication: |
2011-03-03
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Authors: | Bos, Charles S. |
Institutions: | Tinbergen Instituut |
Subject: | Stochastic volatility | estimation | methodology |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Tinbergen Institute Discussion Papers Number 11-048/4 |
Classification: | C13 - Estimation ; c18 ; C51 - Model Construction and Estimation |
Source: |
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A Bayesian analysis of unobserved component models using Ox
Bos, Charles S., (2011)
-
Relating stochastic volatility estimation methods
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A Bayesian Analysis of Unobserved Component Models using Ox
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Bos, Charles S., (2004)
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Daily Exchange Rate Behaviour and Hedging of Currency Risk
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