Bayesian estimation of dynamic asset pricing models with informative observations (Q1740278)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bayesian estimation of dynamic asset pricing models with informative observations |
scientific article; zbMATH DE number 7049025
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian estimation of dynamic asset pricing models with informative observations |
scientific article; zbMATH DE number 7049025 |
Statements
Bayesian estimation of dynamic asset pricing models with informative observations (English)
0 references
30 April 2019
0 references
non-affineness
0 references
self-exciting jumps
0 references
optimal proposal density
0 references
auxiliary particle filter
0 references
common random numbers
0 references
sequential Monte Carlo sampler
0 references
0 references
