Bayesian analysis of latent variable models in finance
door István Barra (geboren te Kecskemét, Hongarije)
| Year of publication: |
[2016]
|
|---|---|
| Authors: | Barra, István |
| Publisher: |
[Amsterdam] : Rozenberg Publischers |
| Subject: | Item-Response-Theorie | Item response theory | Bayes-Statistik | Bayesian inference | Gauß-Prozess | Gaussian process | Monte-Carlo-Simulation | Monte Carlo simulation | Zustandsraummodell | State space model | Schätzung | Estimation | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | xii, 164 Seiten Illustrationen |
|---|---|
| Series: | Tinbergen Institute research series. - Rotterdam : Rozenberg, ZDB-ID 1161359-2. - Vol. no. 664 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Sammlung ; Collection of articles written by one author ; Thesis ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Dissertation, Vrije Universiteit Amsterdam, 2016 |
| Notes: | Enthält 3 Beiträge |
| ISBN: | 978-90-361-0463-0 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011534212