Comparison of MCMC Methods for Estimating GARCH Models (Q3442923)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of MCMC Methods for Estimating GARCH Models |
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Comparison of MCMC Methods for Estimating GARCH Models (English)
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24 May 2007
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Bayesian inference
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GARCH
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Gibbs sampler
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Markov chain Monte Carlo
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Metropolis-Hastings algorithm
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