Theory and inference for a Markov switching GARCH model (Q3004023): Difference between revisions

From MaRDI portal
ReferenceBot (talk | contribs)
Changed an Item
Set OpenAlex properties.
 
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1111/j.1368-423x.2009.00307.x / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3204741519 / rank
 
Normal rank

Latest revision as of 09:58, 30 July 2024

scientific article
Language Label Description Also known as
English
Theory and inference for a Markov switching GARCH model
scientific article

    Statements

    Theory and inference for a Markov switching GARCH model (English)
    0 references
    0 references
    0 references
    0 references
    31 May 2011
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Bayesian inference
    0 references
    0 references
    0 references