Theory and inference for a Markov switching GARCH model (Q3004023): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 10:19, 5 March 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
31 May 2011
0 references
Bayesian inference
0 references
