Bayesian estimation of the Gaussian mixture GARCH model (Q1019890)
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scientific article; zbMATH DE number 5559430
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian estimation of the Gaussian mixture GARCH model |
scientific article; zbMATH DE number 5559430 |
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Bayesian estimation of the Gaussian mixture GARCH model (English)
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29 May 2009
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Griddy-Gibbs sampler
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mixtures models
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value at risk
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