Bayesian Clustering of Many Garch Models (Q5292354): Difference between revisions

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Property / author: Luc Bauwens / rank
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Property / author: Jeroen V. K. Rombouts / rank
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Property / author: Luc Bauwens / rank
 
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Property / full work available at URL: https://doi.org/10.1080/07474930701220576 / rank
 
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Property / OpenAlex ID: W2162460645 / rank
 
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Latest revision as of 10:18, 26 June 2024

scientific article; zbMATH DE number 5165867
Language Label Description Also known as
English
Bayesian Clustering of Many Garch Models
scientific article; zbMATH DE number 5165867

    Statements

    Bayesian Clustering of Many Garch Models (English)
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    20 June 2007
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    Bayesian inference
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    clustering
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    GARCH
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    Gibbs sampling
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    mixtures
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