Bayesian estimation of ARMA-GARCH model of weekly foreign exchange rates (Q1012320): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1023/a:1010058509622 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1568818029 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 08:36, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian estimation of ARMA-GARCH model of weekly foreign exchange rates |
scientific article |
Statements
Bayesian estimation of ARMA-GARCH model of weekly foreign exchange rates (English)
0 references
15 April 2009
0 references
GARCH
0 references
foreign exchange rate
0 references
Bayesian inference
0 references
