Bayesian analysis of general asymmetric multivariate GARCH models and news impact curves (Q2832980)
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scientific article; zbMATH DE number 6653181
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian analysis of general asymmetric multivariate GARCH models and news impact curves |
scientific article; zbMATH DE number 6653181 |
Statements
15 November 2016
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asymmetry
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Bayesian Markov chain Monte Carlo method
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BEKK
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leverage effect
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multivariate GARCH
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Bayesian analysis of general asymmetric multivariate GARCH models and news impact curves (English)
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