Modeling the conditional distribution of daily stock index returns : an alternative Bayesian semiparametric model
Maria Kalli; Stephen G. Walker; Paul Damien
| Year of publication: |
2013
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|---|---|
| Authors: | Kalli, Maria ; Walker, Stephen G. ; Damien, Paul |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 31.2013, 4, p. 371-383
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| Subject: | Infinite uniform mixture | Markov chain Monte Carlo | Slice sampling | Stick-breaking processes | Aktienindex | Stock index | Theorie | Theory | Markov-Kette | Markov chain | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Monte-Carlo-Simulation | Monte Carlo simulation | Bayes-Statistik | Bayesian inference | Stichprobenerhebung | Sampling |