Theory and inference for a Markov switching GARCH model (Q3004023)

From MaRDI portal
Revision as of 09:19, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Theory and inference for a Markov switching GARCH model
scientific article

    Statements

    Theory and inference for a Markov switching GARCH model (English)
    0 references
    0 references
    0 references
    0 references
    31 May 2011
    0 references
    Bayesian inference
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references