Type of publication: Book / Working Paper
Language: English
Notes:
Ardia, David (2009): Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations in R.
Classification: C52 - Model Evaluation and Testing ; C22 - Time-Series Models ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C11 - Bayesian Analysis
Source:
BASE
Persistent link: https://www.econbiz.de/10015218251