Flexible weighted dirichlet process mixture modelling and evaluation to address the problem of forecasting return distribution (Q4988819)
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scientific article; zbMATH DE number 7349726
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Flexible weighted dirichlet process mixture modelling and evaluation to address the problem of forecasting return distribution |
scientific article; zbMATH DE number 7349726 |
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Flexible weighted dirichlet process mixture modelling and evaluation to address the problem of forecasting return distribution (English)
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19 May 2021
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GARCH
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marginal likelihood
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semiparametric Bayesian model
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stochastic volatility
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weighted Dirichlet process mixture
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