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Latest revision as of 15:52, 27 August 2024

scientific article; zbMATH DE number 7813834
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English
Bayesian Nonparametric Panel Markov-Switching GARCH Models
scientific article; zbMATH DE number 7813834

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    Bayesian Nonparametric Panel Markov-Switching GARCH Models (English)
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    6 March 2024
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    Bayesian nonparametrics
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    GARCH models
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    Gibbs sampling
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    Markov-switching
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    time series
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