Bayesian inference on mixture-of-experts for estimation of stochastic volatility
Alejandro Villagran and Gabriel Huerta
| Year of publication: |
2006
|
|---|---|
| Authors: | Villagran, Alejandro ; Huerta, Gabriel |
| Published in: |
Econometric analysis of financial and economic time series ; part B ; 20. - Amsterdam [u.a.] : Elsevier JAI, ISBN 0-7623-1273-4. - 2006, p. 277-296
|
| Subject: | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Wechselkurs | Exchange rate | Aktienindex | Stock index | Theorie | Theory | USA | United States | Mexiko | Mexico | 1986-1988 | 2000-2004 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003350108