On the Volatility of High Frequency Stock Index Based on SV Model of MCMC (Q3300030)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Volatility of High Frequency Stock Index Based on SV Model of MCMC |
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On the Volatility of High Frequency Stock Index Based on SV Model of MCMC (English)
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27 July 2020
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SV model
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Gibbs sampling
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Bayesian analysis
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Monte Carlo method
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