Estimation of realized stochastic volatility models using Hamiltonian Monte Carlo-based methods (Q2354744)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of realized stochastic volatility models using Hamiltonian Monte Carlo-based methods |
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Estimation of realized stochastic volatility models using Hamiltonian Monte Carlo-based methods (English)
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24 July 2015
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realized stochastic volatility model
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Hamiltonian Monte Carlo
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inefficiency factor
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