Bayesian analysis of periodic asymmetric power GARCH models (Q2697099)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian analysis of periodic asymmetric power GARCH models |
scientific article |
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Bayesian analysis of periodic asymmetric power GARCH models (English)
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17 April 2023
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Bayesian forecasting
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deviance information criterion
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Griddy-Gibbs
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periodic asymmetric power GARCH model
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probability properties
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value at risk
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