Bayesian analysis of ARMA-GARCH models : a Markov chain sampling approach
Teruo Nakatsuma
| Year of publication: |
2000
|
|---|---|
| Authors: | Nakatsuma, Teruo |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 95.2000, 1, p. 57-69
|
| Subject: | ARCH-Modell | ARCH model | Bayes-Statistik | Bayesian inference | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | ARMA-Modell | ARMA model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001432516