Bayesian testing for non-linearity in volatility modeling (Q1010548): Difference between revisions
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Revision as of 10:09, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian testing for non-linearity in volatility modeling |
scientific article |
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Bayesian testing for non-linearity in volatility modeling (English)
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6 April 2009
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volatility modeling
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GARCH models
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neural networks
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Bayesian model selection
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Markov chain Monte Carlo (MCMC)
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