Generalized EGARCH Random Effect Models Application to Financial Time Series (Q3072385): Difference between revisions
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Revision as of 09:32, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized EGARCH Random Effect Models Application to Financial Time Series |
scientific article |
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Generalized EGARCH Random Effect Models Application to Financial Time Series (English)
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3 February 2011
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Bayesian methodology
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EGARCH models
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financial time series
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GARCH models
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MCMC methods
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volatility models
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