A Bayesian Analysis of Autoregressive Models with Exogenous Variables and Power-Transformed and Threshold GARCH Errors (Q5265882): Difference between revisions
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scientific article; zbMATH DE number 6467478
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian Analysis of Autoregressive Models with Exogenous Variables and Power-Transformed and Threshold GARCH Errors |
scientific article; zbMATH DE number 6467478 |
Statements
A Bayesian Analysis of Autoregressive Models with Exogenous Variables and Power-Transformed and Threshold GARCH Errors (English)
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29 July 2015
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ARX-PTTGARCH model
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Gibbs sampler
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Metropolis-Hastings algorithm
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Bayesian inference
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stock-markets
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