Dynamic Financial Index Models: Modeling Conditional...

Dynamic Financial Index Models: Modeling Conditional Dependencies via Graphs

Wang, Hao, Reeson, Craig, Carvalho, Carlos M.
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Volume:
6
Language:
english
Journal:
Bayesian Analysis
DOI:
10.1214/11-ba624
Date:
December, 2011
File:
PDF, 477 KB
english, 2011
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