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Dellaportas, Petros's
Scholarly Papers
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Dellaportas, Petros Athens University of Economics and Business Vrontos, Ioannis D. Athens University of Economics and Business
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15 May 05
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Last Revised:
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21 Feb 08
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Autoregressive conditional heteroscedasticity, Bayesian inference, Markov chain Monte Carlo, stochastic search, Tree structured models
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Vrontos, Ioannis D. Athens University of Economics and Business Dellaportas, Petros Athens University of Economics and Business Politis, Dimitris N. University of California, San Diego (UCSD) - Department of Mathematics
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Autoregressive conditional heteroscedasticity, Markov chain Monte Carlo, Maximum likelihood, Model comparison, Predictive distribution
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Vrontos, Ioannis D. Athens University of Economics and Business Dellaportas, Petros Athens University of Economics and Business Politis, Dimitris N. University of California, San Diego (UCSD) - Department of Mathematics
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Markov-chain Monte Carlo, model averaging, reversible jump, volatility prediction
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Vrontos, Ioannis D. Athens University of Economics and Business Dellaportas, Petros Athens University of Economics and Business Politis, Dimitris N. University of California, San Diego (UCSD) - Department of Mathematics
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Autoregressive conditional heteroscedasticity, Bayesian model averaging, Markov chain Monte Carlo model composition, Maximum likelihood estimation
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