Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions (Q5128581)
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scientific article; zbMATH DE number 7267726
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions |
scientific article; zbMATH DE number 7267726 |
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Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions (English)
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28 October 2020
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multivariate GARCH
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Markov chain Monte Carlo
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Metropolis-Hastings
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multivariate skewed distributions
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