An application of three bivariate time-varying volatility models (Q2722298)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An application of three bivariate time-varying volatility models |
scientific article |
Statements
An application of three bivariate time-varying volatility models (English)
0 references
11 July 2001
0 references
generalized autoregressive heteroskedasticity
0 references
unobserved ARCH
0 references
MCMC
0 references
predictive distribution
0 references
0 references
