Full Bayesian inference for GARCH and EGARCH models
I. D. Vrontos and P. Dellaportas, D. N. Politis
| Year of publication: |
2000
|
|---|---|
| Authors: | Vrontos, I. D. ; Dellaportas, P. ; Politis, Dimitris N. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 18.2000, 2, p. 187-198
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| Subject: | ARCH-Modell | ARCH model | Bayes-Statistik | Bayesian inference | Theorie | Theory | Aktienindex | Stock index | Griechenland | Greece | 1986-1996 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of business & economic statistics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001469681