Bayesian nonparametrics for financial volatility modeling
vorgelegt von Martina Danielova Zaharieva M.Sc.
| Year of publication: |
2017
|
|---|---|
| Authors: | Zaharieva, Martina Danielova |
| Institutions: | Westfälische Wilhelms-Universität Münster (degree granting) |
| Publisher: |
Münster |
| Subject: | Bayessche Ökonometrie | MCMC | Bayessche Nichtparametrik | Finanzökonometrie | Volatilitätsmodellierung | Bayesian econometrics | Bayesian nonparametrics | Financial Econometrics | Volatility modeling | Volatilität | Volatility | Bayes-Statistik | Bayesian inference | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory | ARCH-Modell | ARCH model | Ökonometrie | Econometrics | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Finanzmarktökonometrie | Financial econometrics | Stochastik | Prognose | Bayes-Verfahren |
freely available