Bayesian Markov mixture of normals approach to modeling financial returns
Year of publication: |
2006
|
---|---|
Authors: | Chang, George |
Published in: |
Studies in Economics and Finance. - Emerald Group Publishing. - Vol. 23.2006, June, 2, p. 141-158
|
Publisher: |
Emerald Group Publishing |
Subject: | Bayesian statistical decision theory | Markov processes |
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