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BAYESIAN ESTIMATION OF GARCH(p, q) MODEL - MaRDI portal

BAYESIAN ESTIMATION OF GARCH(p, q) MODEL (Q5229457)

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scientific article; zbMATH DE number 7094530
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BAYESIAN ESTIMATION OF GARCH(p, q) MODEL
scientific article; zbMATH DE number 7094530

    Statements

    title
    BAYESIAN ESTIMATION OF GARCH(p, q) MODEL (English)
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    author
    Bryan P. Sumalinab
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    Arnulfo P. Supe
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    publication date
    15 August 2019
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    zbMATH Keywords
    GARCH
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    Bayesian
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    MCMC
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    M-H algorithm
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    Identifiers

    DOI
    10.17654/AS053040345
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    Mathematics Subject Classification ID
    62M10
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    62F15
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    65C05
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    zbMATH DE Number
    7094530
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    OpenAlex ID
    W2897487158
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    Wikidata QID
    Q129044930
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