A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models (Q3087583)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models |
scientific article |
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A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models (English)
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16 August 2011
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Bayes factor
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financial time series
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path sampling
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0.9140382
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0.9105784
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0.90638536
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0.9038243
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0.90247023
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