Testing for nonlinearity in mean and volatility for heteroskedastic models (Q960346): Difference between revisions
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Revision as of 01:39, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for nonlinearity in mean and volatility for heteroskedastic models |
scientific article |
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Testing for nonlinearity in mean and volatility for heteroskedastic models (English)
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17 December 2008
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asymmetric volatility model
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Bayesian
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double threshold GARCH models
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Markov chain Monte Carlo method
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