Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions (Q5128581): Difference between revisions

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Latest revision as of 22:07, 23 July 2024

scientific article; zbMATH DE number 7267726
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English
Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions
scientific article; zbMATH DE number 7267726

    Statements

    Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions (English)
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    28 October 2020
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    multivariate GARCH
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    Markov chain Monte Carlo
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    Metropolis-Hastings
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    multivariate skewed distributions
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    Identifiers