Bayesian semiparametric stochastic volatility modeling (Q736526)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bayesian semiparametric stochastic volatility modeling |
scientific article; zbMATH DE number 6609152
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian semiparametric stochastic volatility modeling |
scientific article; zbMATH DE number 6609152 |
Statements
Bayesian semiparametric stochastic volatility modeling (English)
0 references
4 August 2016
0 references
Bayesian nonparametrics
0 references
Dirichlet process mixture prior
0 references
Markov chain Monte Carlo
0 references
mixture models
0 references
stochastic volatility
0 references
0 references
0 references
