Bayesian estimation of the Gaussian mixture GARCH model (Q1019890)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian estimation of the Gaussian mixture GARCH model |
scientific article |
Statements
Bayesian estimation of the Gaussian mixture GARCH model (English)
0 references
29 May 2009
0 references
Griddy-Gibbs sampler
0 references
mixtures models
0 references
value at risk
0 references
