Hierarchical Markov normal mixture models with applications to financial asset returns
John Geweke and Gianni Amisano
| Year of publication: |
2011
|
|---|---|
| Authors: | Geweke, John ; Amisano, Gianni |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 26.2011, 1, p. 1-29
|
| Subject: | Markov-Kette | Markov chain | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Bayes-Statistik | Bayesian inference | ARCH-Modell | ARCH model | Theorie | Theory | Rentenmarkt | Bond market | Devisenmarkt | Foreign exchange market |
| 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/10008937004