BAYESIAN ESTIMATION OF GARCH(p, q) MODEL (Q5229457)
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scientific article; zbMATH DE number 7094530
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BAYESIAN ESTIMATION OF GARCH(p, q) MODEL |
scientific article; zbMATH DE number 7094530 |
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BAYESIAN ESTIMATION OF GARCH(p, q) MODEL (English)
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15 August 2019
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GARCH
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Bayesian
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MCMC
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M-H algorithm
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