Results for Sequential monte carlo

Publications & Outputs

1. Neglected chaos in international stock markets: Bayesian analysis of the joint return-volatility dynamical system

   Tsionas, M. & Michaelides, P. G., 15/09/2017, In: Physica A: Statistical Mechanics and its Applications. 482, p. 95-107 13 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review