A Gibbs sampler for Beyesian ARCH-models
Year of publication: |
1993
|
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Authors: | Korn, Olaf |
Institutions: | Universität Basel / Institut für Statistik und Ökonometrie (contributor) |
Publisher: |
Basel : Inst. für Statistik und Ökonometrie |
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | USA | United States | Theorie | Theory |
Extent: | 20 S. : graph. Darst |
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Series: | WWZ discussion papers. - Basel : WWZ, ZDB-ID 1346077-8. - Vol. 9315 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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