Bayesian testing for non-linearity in volatility modeling.

Tatiana Miazhynskaia Sylvia Frühwirth-Schnatter Georg Dorffner

Published in: Comput. Stat. Data Anal. (2006)

Keyphrases

data mining
stock market
data sets
artificial intelligence
website
data driven
bayesian estimation
learning algorithm
image sequences
training data
bayesian networks
maximum likelihood
test cases
petri net
stock price