A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models
Year of publication: |
2003-11-01
|
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Authors: | Miazhynskaia, Tatiana ; Frühwirth-Schnatter, Sylvia ; Dorffner, Georg |
Publisher: |
Wirtschaftsuniversität <Wien> |
Subject: | Markov-Ketten-Monte-Carlo-Verfahren | Markov-Chain Monte Carlo | Bayes-Inferenz | GARCH-Prozess |
Extent: | 332800 bytes 27 p. application/pdf |
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Series: | Arbeitspapier ; 2003, 83 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Financial theory ; Statistical Methods ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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