Constrained Hamiltonian Monte Carlo in BEKK GARCH with targeting

DOI10.1515/jtse-2013-0013zbMath1415.65023OpenAlexW2072733280MaRDI QIDQ1695658

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Publication date: 7 February 2018

Published in: (Search for Journal in Brave)

Full work available at URL: https://www.degruyter.com/view/j/jtse.2015.7.issue-1/jtse-2013-0013/jtse-2013-0013.xml?format=INT

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