MCMC Bayesian estimation of a Skew-GED stochastic volatility model
Year of publication: |
2004
|
---|---|
Other Persons: | Cappuccio, Nunzio (contributor) ; Lubian, Diego (contributor) ; Raggi, Davide (contributor) |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 8.2004, 2
|
Subject: | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility |
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