Performance of MS-GARCH Models: Bayesian MCMC-Based Estimation (Q5049444)
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scientific article; zbMATH DE number 7615540
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Performance of MS-GARCH Models: Bayesian MCMC-Based Estimation |
scientific article; zbMATH DE number 7615540 |
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Performance of MS-GARCH Models: Bayesian MCMC-Based Estimation (English)
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11 November 2022
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nonlinear GARCH model
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maximum likelihood estimation
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Bayesian Markov chain Monte Carlo (MCMC)
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error metrices
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Diebold-Mariano test
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