Nonstationarity in GARCH models : a Bayesian analysis
Frank Kleibergen; Herman K. van Dijk
| Year of publication: |
[1993]
|
|---|---|
| Authors: | Kleibergen, Frank ; Dijk, Herman K. van |
| Publisher: |
Amsterdam [u.a.] : Tinbergen Inst. |
| Subject: | Bayes-Statistik | Bayesian inference | ARCH-Modell | ARCH model | Theorie | Theory | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Statistische Methodenlehre | Statistical theory |
| Extent: | 26 S graph. Darst |
|---|---|
| Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.], ISSN 0929-0834, ZDB-ID 1336423-6. - Vol. 93-106 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000122477