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zbMath1374.62112MaRDI QIDQ2984798

Yayong Tang, Chao Zhao, Dongfang Li

Publication date: 17 May 2017

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Bayesian analysis quantile TAR model Shanghai composite index

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)

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