Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-<i>t</i> innovations (Q3566441): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1111/j.1368-423X.2008.00253.x / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1111/J.1368-423X.2008.00253.X / rank | |||
Normal rank | |||
Latest revision as of 12:05, 21 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-<i>t</i> innovations |
scientific article |
Statements
Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-<i>t</i> innovations (English)
0 references
8 June 2010
0 references
asymmetry
0 references
Bayesian
0 references
GARCH
0 references
Markov-switching
0 references
SMI
0 references
threshold
0 references
0 references
0 references
0 references
0 references
0 references
0 references
