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検索結果 5 件

Investigating Impacts of Self-Exciting Jumps in Returns and Volatility: A Bayesian Learning Approach

Investigating Impacts of Self-Exciting Jumps in Returns and Volatility: A Bayesian Learning Approach
デジタル文書・図像類
Fulop, Andras, Li, Junye, Yu, JunInstitute of Economic Research, Hitotsubashi University2012-12
インターネットで読める全国の図書館
  • 件名...ing Sequential Bayes Factor Risk Management Option Pricin...

Bayesian Analysis of Dynamic Multivariate Models with Multiple Structural Breaks

Bayesian Analysis of Dynamic Multivariate Models with Multiple Structural Breaks
デジタル文書・図像類
杉田, 勝弘Graduate School of Economics, Hitotsubashi University2006-11
インターネットで読める全国の図書館
  • 件名Bayesian inference Structural break Cointegration Bayes factor

Predictive marginallikelihood for the evaluation of Bayesian models

Predictive marginallikelihood for the evaluation of Bayesian models
デジタル文書・図像類
安道, 知寛慶應義塾経営管理学会2007-04慶應義塾経営管理学会リサーチペーパー・シリーズ96
全国の図書館
  • 件名Bayesian models,Markov chain Monte Carlo,Model misspecification,Posterior Bayes factor

Time Series Analysis of the Expectations Hypothesis for the Japanese Term Structure of Interest Rates in the Presence of Multiple Structural Breaks

Time Series Analysis of the Expectations Hypothesis for the Japanese Term Structure of Interest Rates in the Presence of Multiple Structural Breaks
デジタル文書・図像類
杉田, 勝弘Graduate School of Economics, Hitotsubashi University2006-11
インターネットで読める全国の図書館
  • 件名Term structure Structural break Cointegration Bayesian inference Gibbs sampling Bayes factor

Bayesian Analysis of Markov Switching Vector Error Correction Model

Bayesian Analysis of Markov Switching Vector Error Correction Model
デジタル文書・図像類
杉田, 勝弘Graduate School of Economics, Hitotsubashi University2006-11
インターネットで読める全国の図書館
  • 件名Bayesian inference Nonlinear cointegration Markov switching model Gibbs sampling Bayes factor

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