A Bayesian perspective on mixed GARCH models with jumps
Year of publication: |
2013
|
---|---|
Authors: | Chen, Cathy W. S. ; Lin, Edward M. H. ; Lin, Yi-ru |
Published in: |
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]. - Berlin [u.a.] : Springer, ISBN 3-642-35442-4. - 2013, p. 141-154
|
Subject: | Theorie | Theory | ARCH-Modell | ARCH model | Bayes-Statistik | Bayesian inference | Volatilität | Volatility |
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