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~isPartOf:"Tinbergen Institute Discussion Papers"
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Bayesian Estimation of the
GARCH
(1,1) Model with Student-t Innovations
Ardia, David
;
Hoogerheide, Lennart F.
-
Tinbergen Institute
-
2010
parsimonious and effective
GARCH
(1,1) model with Student-<I>t</I> innovations. The estimation procedure is fully automatic and thus …
Persistent link: https://www.econbiz.de/10008838647
Saved in:
2
Stock Index Returns' Density Prediction using
GARCH
Models: Frequentist or Bayesian Estimation?
Hoogerheide, Lennart F.
;
Ardia, David
;
Corre, Nienke
-
Tinbergen Instituut
-
2011
-known
GARCH
models for density prediction of daily S&P 500 and Nikkei 225 index returns, a comparison is provided between …
Persistent link: https://www.econbiz.de/10011256766
Saved in:
3
Bayesian Estimation of the
GARCH
(1,1) Model with Student-t Innovations
Ardia, David
;
Hoogerheide, Lennart F.
-
Tinbergen Instituut
-
2010
parsimonious and effective
GARCH
(1,1) model with Student-<I>t</I> innovations. The estimation procedure is fully automatic and thus …
Persistent link: https://www.econbiz.de/10011256998
Saved in:
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