Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-<i>t</i> innovations (Q3566441): Difference between revisions

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Revision as of 21:10, 2 July 2024

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Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-<i>t</i> innovations
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    Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-<i>t</i> innovations (English)
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    8 June 2010
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    asymmetry
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    Bayesian
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    GARCH
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    Markov-switching
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    SMI
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    threshold
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