Constrained Hamiltonian Monte Carlo in BEKK GARCH with targeting (Q1695658)
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scientific article; zbMATH DE number 6835905
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constrained Hamiltonian Monte Carlo in BEKK GARCH with targeting |
scientific article; zbMATH DE number 6835905 |
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Constrained Hamiltonian Monte Carlo in BEKK GARCH with targeting (English)
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7 February 2018
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dynamic conditional covariances
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Markov chain Monte Carlo
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0.8895613
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0.8893333
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0.8610356
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0.8464544
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0.84556013
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0.8450049
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0.84054255
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0.83923274
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0.8372861
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