Bayesian Analysis of a Threshold Stochastic Volatility Model
Year of publication: |
2013
|
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Authors: | Wirjanto, Tony S. |
Other Persons: | Kolkiewicz, Adam (contributor) ; Men, Zhongxian (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Bayes-Statistik | Bayesian inference | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | ARCH-Modell | ARCH model |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 28, 2013 erstellt Volltext nicht verfügbar |
Classification: | C1 - Econometric and Statistical Methods: General ; C11 - Bayesian Analysis ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; G1 - General Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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