Bayesian Approach to Markov Switching Stochastic Volatility Model with Jumps (Q3102909)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Approach to Markov Switching Stochastic Volatility Model with Jumps |
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Bayesian Approach to Markov Switching Stochastic Volatility Model with Jumps (English)
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25 November 2011
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Monte Carlo Markov chain
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