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]

@inproceedings{BidyukGSKB18,
  title = {The Methods Bayesian Analysis of the Threshold Stochastic Volatility Model},
  author = {Peter Bidyuk and Aleksandr Gozhyj and Zdislaw Szymanski and Irina Kalinina and Volodymyr Beglytsia},
  year = {2018},
  doi = {10.1109/DSMP.2018.8478474},
  url = {https://doi.org/10.1109/DSMP.2018.8478474},
  researchr = {https://researchr.org/publication/BidyukGSKB18},
  cites = {0},
  citedby = {0},
  pages = {70-74},
  booktitle = {Second International Conference on Data Stream Mining & Processing, DSMP 2018, Lviv, Ukraine, August 21-25, 2018},
  publisher = {IEEE},
  isbn = {978-1-5386-2874-4},
}