Accounting for regime and parameter uncertainty in regime-switching models (Q654823)
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scientific article; zbMATH DE number 5991254
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accounting for regime and parameter uncertainty in regime-switching models |
scientific article; zbMATH DE number 5991254 |
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Accounting for regime and parameter uncertainty in regime-switching models (English)
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21 December 2011
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asset price simulation
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Bayesian modeling
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Dirichlet process
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0.8795014
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0.86817294
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0.8680146
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0.86561865
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0.86415625
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0.8576365
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0.85584986
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0.85489887
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