Computational tools for comparing asymmetric GARCH models via Bayes factors (Q419441)
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scientific article; zbMATH DE number 6036533
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computational tools for comparing asymmetric GARCH models via Bayes factors |
scientific article; zbMATH DE number 6036533 |
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Computational tools for comparing asymmetric GARCH models via Bayes factors (English)
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18 May 2012
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Markov chain Monte Carlo
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Metropolis-Hastings
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marginal likelihood
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