Bayesian inference on GARCH models using the Gibbs sampler (Q6166851)
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scientific article; zbMATH DE number 7708411
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian inference on GARCH models using the Gibbs sampler |
scientific article; zbMATH DE number 7708411 |
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Bayesian inference on GARCH models using the Gibbs sampler (English)
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7 July 2023
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Bayesian inference
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GARCH
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Gibbs sampler
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Monte Carlo
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option pricing
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