Bayesian inference on GARCH models using the Gibbs sampler
Year of publication: |
1998
|
---|---|
Authors: | Bauwens, Luc ; Lubrano, Michel |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 1.1998, 1, p. 23-46
|
Subject: | Bayes-Statistik | Bayesian inference | ARCH-Modell | ARCH model | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Belgien | Belgium | Aktienindex | Stock index | 1986-1996 |
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