Bayesian Nonparametric Panel Markov-Switching GARCH Models (Q6150355)
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scientific article; zbMATH DE number 7813834
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Nonparametric Panel Markov-Switching GARCH Models |
scientific article; zbMATH DE number 7813834 |
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Bayesian Nonparametric Panel Markov-Switching GARCH Models (English)
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6 March 2024
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Bayesian nonparametrics
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GARCH models
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Gibbs sampling
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Markov-switching
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time series
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