Marginal likelihood for Markov-switching and change-point GARCH models (Q2512618)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Marginal likelihood for Markov-switching and change-point GARCH models |
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Marginal likelihood for Markov-switching and change-point GARCH models (English)
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7 August 2014
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Bayesian inference
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simulation
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GARCH
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Markov-switching model
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change-point model
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marginal likelihood
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particle MCMC
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