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Volatility model choice for sub-Saharan frontier equity markets : a Markov regime switching Bayesian approach

Carl Hope Korkpoe, Nathaniel Howard
Year of publication:
2019
Authors: Korkpoe, Carl Hope ; Howard, Nathaniel
Subject: Regime-Switching | Bayesian Markov Chain Monte Carlo | Frontier Equity Markets | Business | Statistics | Markov-Kette | Markov chain | Volatilität | Volatility | Bayes-Statistik | Bayesian inference | Theorie | Theory | Aktienmarkt | Stock market | Schätzung | Estimation | Monte-Carlo-Simulation | Monte Carlo simulation
freely available
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