The Methods Bayesian Analysis of the Threshold Stochastic Volatility Model

Peter Bidyuk, Aleksandr Gozhyj, Zdislaw Szymanski, Irina Kalinina, Volodymyr Beglytsia. The Methods Bayesian Analysis of the Threshold Stochastic Volatility Model. In Second International Conference on Data Stream Mining & Processing, DSMP 2018, Lviv, Ukraine, August 21-25, 2018. pages 70-74, IEEE, 2018. [doi]

Authors

Peter Bidyuk

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Aleksandr Gozhyj

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Zdislaw Szymanski

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Irina Kalinina

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Volodymyr Beglytsia

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