ABC and Hamiltonian Monte-Carlo methods in COGARCH models
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Keywords
Approximate Bayesian Computation methods (ABC);NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2016-02-23 (Computational Economics)
- NEP-ECM-2016-02-23 (Econometrics)
- NEP-ETS-2016-02-23 (Econometric Time Series)
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