Data cloning estimation of GARCH and COGARCH models (Q5220829): Difference between revisions
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Revision as of 20:20, 5 March 2024
scientific article; zbMATH DE number 7183168
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Data cloning estimation of GARCH and COGARCH models |
scientific article; zbMATH DE number 7183168 |
Statements
Data cloning estimation of GARCH and COGARCH models (English)
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27 March 2020
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GARCH model
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continuous-time GARCH process
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Lévy process
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COGARCH model
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data cloning
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Bayesian inference
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MCMC algorithm
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