Full Bayesian Inference for GARCH and Egarch Models
Year of publication: |
2004
|
---|---|
Authors: | Vrontos, Ioannis D. ; Dellaportas, Petros ; Politis, Dimitris N. |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Bayes-Statistik | Bayesian inference | ARCH-Modell | ARCH model | Aktienindex | Stock index | Griechenland | Greece |
Description of contents: | Abstract [papers.ssrn.com] |
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Full Bayesian inference for GARCH and EGARCH models
Vrontos, I. D., (2000)
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Inference for some multivariate ARCH and GARCH models
Vrontos, I. D., (2003)
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Inference for Some Multivariate Arch and GARCH Models
Vrontos, Ioannis D., (2004)
- More ...
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Inference for Some Multivariate Arch and GARCH Models
Vrontos, Ioannis D., (2004)
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A Full-Factor Multivariate GARCH Model
Vrontos, Ioannis D., (2004)
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Dellaportas, Petros, (2008)
- More ...