Bayesian estimation of ARMA-GARCH model of weekly foreign exchange rates (Q1012320): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:53, 5 March 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
