EDN: SFZUAH
Bayesian econometrics in financial research: problems and prospects
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JATS‑XML (OAI)The article deals with the structuring of areas of application of Bayesian econometrics in finance and identifies prospects for the development of the Bayesian method in financial modeling. The authors analyze the main features of the use of the Bayesian method; consider questions of the relationship between the objective and the subjective, the differences in frequency-statistical and Bayesian techniques, as well as the impact of new algorithms and theories on the development of the Bayesian method in financial research. The features of routing frequency and Bayesian conclusions in financial models are traced. The options for applying the Bayesian method in a number of financial models are described.
Funding
This research received no external funding.
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How to Cite
(1)
Ключников, И. К.; Koltsov, A. N. Bayesian Econometrics in Financial Research: Problems and Prospects. Ученые записки Международного банковского института 2018, No. 4 (26), 60-85.
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