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  • Search: subject:"localized bandwidths"
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Year of publication
Subject
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Bayes factors 2 Markov chain Monte Carlo 2 localized bandwidths 2 value-at-risk 2 Gaussian kernel error density 1 kernel-form error density 1
Online availability
All
Free 2
Type of publication
All
Book / Working Paper 2
Language
All
English 1 Undetermined 1
Author
All
King, Maxwell L. 2 Zhang, Xibin 2
Institution
All
Department of Econometrics and Business Statistics, Monash Business School 2
Published in...
All
Monash Econometrics and Business Statistics Working Papers 2
Source
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RePEc 2
Showing 1 - 2 of 2
Cover Image
Gaussian kernel GARCH models
Zhang, Xibin; King, Maxwell L. - Department of Econometrics and Business Statistics, … - 2013
and benefit of localized bandwidths in the kernel-form error density. A Monte Carlo simulation study reveals that the …
Persistent link: https://www.econbiz.de/10010860418
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Cover Image
Bayesian semiparametric GARCH models
Zhang, Xibin; King, Maxwell L. - Department of Econometrics and Business Statistics, … - 2011
counterpart. We also investigate the use and benefit of localized bandwidths in the proposed mixture density of the errors. …
Persistent link: https://www.econbiz.de/10009366291
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