Bayesian semiparametric multivariate GARCH modeling
Mark J. Jensen; John M. Maheu
| Year of publication: |
2013
|
|---|---|
| Authors: | Jensen, Mark J. ; Maheu, John M. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 176.2013, 1, p. 3-17
|
| Subject: | Bayes-Statistik | Bayesian inference | ARCH-Modell | ARCH model | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009764412