An application of three bivariate time-varying volatility models (Q2722298): Difference between revisions
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Revision as of 09:09, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An application of three bivariate time-varying volatility models |
scientific article |
Statements
An application of three bivariate time-varying volatility models (English)
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11 July 2001
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generalized autoregressive heteroskedasticity
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unobserved ARCH
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MCMC
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predictive distribution
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