A Bayesian Semiparametric Multiplicative Error Model with an Application to Realized Volatility
Year of publication: |
2013
|
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Authors: | Solgi, Reza |
Other Persons: | Mira, Antonietta (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Volatilität | Volatility | Bayes-Statistik | Bayesian inference | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Statistische Verteilung | Statistical distribution |
Extent: | 1 Online-Ressource (35 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 18, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2173197 [DOI] |
Classification: | C11 - Bayesian Analysis ; C22 - Time-Series Models ; C51 - Model Construction and Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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