Showing 41 - 55 results of 55 for search '"Metropolis–Hastings algorithm"', Forespørselstid: 0.63s Refine Results
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    Volatility estimation using a rational GARCH model af Tetsuya Takaishi

    Udgivet 2018-03-01
    Fag: “...asymmetric volatility| rational GARCH model| bayesian inference| Markov ChainMonte Carlo| Metropolis-Hastings algorithm| realized volatility| Padé approximants| student-tdistribution| QLIKE loss function...”
    Få fuldtekst
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