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Bayesian semiparametric multivariate GARCH modeling - MaRDI portal

Bayesian semiparametric multivariate GARCH modeling (Q2442573)

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Bayesian semiparametric multivariate GARCH modeling
scientific article

    Statements

    title
    Bayesian semiparametric multivariate GARCH modeling (English)
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    author
    John M. Maheu
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    Mark J. Jensen
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    publication date
    4 April 2014
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62G05
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    62F15
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    zbMATH DE Number
    6279465
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    OpenAlex ID
    W3122347406
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