A Class of Multivariate Micromovement Models of Asset Price and Their Bayesian Model Selection via Filtering (Q3626703)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Class of Multivariate Micromovement Models of Asset Price and Their Bayesian Model Selection via Filtering |
scientific article |
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A Class of Multivariate Micromovement Models of Asset Price and Their Bayesian Model Selection via Filtering (English)
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22 May 2009
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asset price
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Bayesian inference
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filtering
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multivariate micromovement model
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counting process
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