An application of three bivariate time-varying volatility models (Q2722298): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1002/asmb.431 / rank
 
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Latest revision as of 18:10, 3 June 2024

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An application of three bivariate time-varying volatility models
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    An application of three bivariate time-varying volatility models (English)
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    11 July 2001
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    generalized autoregressive heteroskedasticity
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    unobserved ARCH
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    MCMC
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    predictive distribution
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