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~person:"Goldman, Elena"
~subject:"Monte-Carlo-Simulation"
~subject:"threshold regimes"
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Monte-Carlo-Simulation
threshold regimes
Bayes-Statistik
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double truncation
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Goldman, Elena
Tsurumi, Hiroki
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Regimes and long memory in realized volatility
Goldman, Elena
;
Nam, Jouahn
;
Tsurumi, Hiroki
;
Jun, Wang
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
5
,
pp. 521-549
Persistent link: https://www.econbiz.de/10010228559
Saved in:
2
Bayesian analysis of a doubly truncated ARMA-GARCH model
Goldman, Elena
(
contributor
);
Tsurumi, Hiroki
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
9
(
2005
)
3
,
pp. 1-36
Persistent link: https://www.econbiz.de/10003283242
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