Financial Time Series Analysis of SV Model by Hybrid Monte Carlo. | D2R Server publishing the DBLP Bibliography Database, hosted at L3S Research Center

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dcterms:bibliographicCitation	<http://dblp.uni-trier.de/rec/bibtex/conf/icic/Takaishi08>
dc:creator	<https://dblp.l3s.de/d2r/resource/authors/Tetsuya_Takaishi>
foaf:homepage	<http://dx.doi.org/doi.org%2F10.1007%2F978-3-540-87442-3%5F114>
foaf:homepage	<https://doi.org/10.1007/978-3-540-87442-3_114>
dc:identifier	DBLP conf/icic/Takaishi08 (xsd:string)
dc:identifier	DOI doi.org%2F10.1007%2F978-3-540-87442-3%5F114 (xsd:string)
dcterms:issued	2008 (xsd:gYear)
rdfs:label	Financial Time Series Analysis of SV Model by Hybrid Monte Carlo. (xsd:string)
foaf:maker	<https://dblp.l3s.de/d2r/resource/authors/Tetsuya_Takaishi>
swrc:pages	929-936 (xsd:string)
dcterms:partOf	<https://dblp.l3s.de/d2r/resource/publications/conf/icic/2008-1>
owl:sameAs	<http://bibsonomy.org/uri/bibtexkey/conf/icic/Takaishi08/dblp>
owl:sameAs	<http://dblp.rkbexplorer.com/id/conf/icic/Takaishi08>
rdfs:seeAlso	<http://dblp.uni-trier.de/db/conf/icic/icic2008-1.html#Takaishi08>
rdfs:seeAlso	<https://doi.org/10.1007/978-3-540-87442-3_114>
swrc:series	<https://dblp.l3s.de/d2r/resource/conferences/icic>
dc:subject	Hybrid Monte Carlo Algorithm; Stochastic Volatility Model; Markov Chain Monte Carlo; Bayesian Inference; Financial Data Analysis (xsd:string)
dc:title	Financial Time Series Analysis of SV Model by Hybrid Monte Carlo. (xsd:string)
dc:type	<http://purl.org/dc/dcmitype/Text>
rdf:type	swrc:InProceedings
rdf:type	foaf:Document