Bayesian Analysis of Switching Arch Models
Year of publication: |
2004
|
---|---|
Authors: | Kaufmann, Sylvia ; Fruhwirth-Schnatter, Sylvia |
Publisher: |
[S.l.] : SSRN |
Subject: | Bayes-Statistik | Bayesian inference | ARCH-Modell | ARCH model | Schätzung | Estimation | Schätztheorie | Estimation theory | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility |
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