MCMC methods for quantile regression of GARCH models (Q2824380)
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scientific article; zbMATH DE number 6634974
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MCMC methods for quantile regression of GARCH models |
scientific article; zbMATH DE number 6634974 |
Statements
6 October 2016
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GARCH models
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TGARCH models
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quantile regression
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MCMC method
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Metropolis-Hastings algorithm
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MCMC methods for quantile regression of GARCH models (English)
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