A Bayesian perspective on mixed GARCH models with jumps
Cathy W. S. Chen, Edward M. H. Lin and Yi-ru Lin
| Year of publication: |
2013
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|---|---|
| Authors: | Chen, Cathy W. S. ; Lin, Edward M. H. ; Lin, Yi-ru |
| Published in: |
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]. - Berlin [u.a.] : Springer, ISBN 3-642-35442-4. - 2013, p. 141-154
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| Subject: | ARCH-Modell | ARCH model | Bayes-Statistik | Bayesian inference | Volatilität | Volatility | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009711157