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Investigating Impacts of Self-Exciting Jumps in Returns and Volatility: A Bayesian Learning Approach
Digital文書・図像類
Available onlineOther Libraries in Japan
- Subject Heading...ing Sequential Bayes Factor Risk Management Option Pricin...
Digital文書・図像類
Available onlineOther Libraries in Japan
- Subject HeadingBayesian inference Structural break Cointegration Bayes factor
Digital文書・図像類
Other Libraries in Japan
- Subject HeadingBayesian models,Markov chain Monte Carlo,Model misspecification,Posterior Bayes factor
Digital文書・図像類
Available onlineOther Libraries in Japan
- Subject HeadingBayesian inference Nonlinear cointegration Markov switching model Gibbs sampling Bayes factor
Digital文書・図像類
Available onlineOther Libraries in Japan
- Subject HeadingTerm structure Structural break Cointegration Bayesian inference Gibbs sampling Bayes factor
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