Theory and inference for a Markov switching GARCH model (Q3004023)
From MaRDI portal
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
31 May 2011
0 references
Bayesian inference
0 references