Nonstationarity in GARCH models : a Bayesian analysis
Year of publication: |
[1993]
|
---|---|
Authors: | Kleibergen, Frank ; Dijk, Herman K. van |
Publisher: |
Amsterdam [u.a.] : Tinbergen Inst. |
Subject: | Bayes-Statistik | Bayesian inference | ARCH-Modell | ARCH model | Theorie | Theory | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Statistische Methodenlehre | Statistical theory |
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