Bayesian estimation of an extended local scale stochastic volatility model
Year of publication: |
2011
|
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Authors: | Deschamps, Jean-Philippe |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 162.2011, 2, p. 369-382
|
Subject: | Bayes-Statistik | Bayesian inference | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Schätzung | Estimation |
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