Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models (Q4929213)
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scientific article; zbMATH DE number 6175419
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models |
scientific article; zbMATH DE number 6175419 |
Statements
Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models (English)
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13 June 2013
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block bootstrap
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cumulative density of the mean squared errors of forecast
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CIR and Vasicek models
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conditional Kolmogorov test
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deviance information criterion
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generalized methods of moments
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Markov chain Monte Carlo algorithms
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