Computational tools for comparing asymmetric GARCH models via Bayes factors (Q419441): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62F15 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C40 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C05 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6036533 / rank | |||
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Markov chain Monte Carlo | |||
| Property / zbMATH Keywords: Markov chain Monte Carlo / rank | |||
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Metropolis-Hastings | |||
| Property / zbMATH Keywords: Metropolis-Hastings / rank | |||
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marginal likelihood | |||
| Property / zbMATH Keywords: marginal likelihood / rank | |||
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Revision as of 20:20, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computational tools for comparing asymmetric GARCH models via Bayes factors |
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Computational tools for comparing asymmetric GARCH models via Bayes factors (English)
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18 May 2012
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Markov chain Monte Carlo
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Metropolis-Hastings
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marginal likelihood
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