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

From MaRDI portal
Added link to MaRDI item.
RedirectionBot (talk | contribs)
Removed claims
Property / author
 
Property / author: Luc Bauwens / rank
Normal rank
 
Property / author
 
Property / author: Jeroen V. K. Rombouts / rank
Normal rank
 

Revision as of 19:39, 15 February 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
    31 May 2011
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Bayesian inference
    0 references