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In this repository we are trying to reproduce the models and examples lister in the book Analysis of Financial Time Series, by Ruey S. Tsay

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Analysis of Financial Time Series in Stan

In this repository we are trying to reproduce the models and examples listed in the book "Analysis of Financial Time Series", by Ruey S. Tsay using Stan, a probabilistic programming language that provides full bayesian inference using MCMC sampling https://mc-stan.org/.

Comments and corrections are welcome.

Check also the blog https://notimeforbayes.blogspot.com/

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In this repository we are trying to reproduce the models and examples lister in the book Analysis of Financial Time Series, by Ruey S. Tsay

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