Bayesian inference for the mixed conditional heteroskedasticity model (Q5427676)
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scientific article; zbMATH DE number 5213450
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian inference for the mixed conditional heteroskedasticity model |
scientific article; zbMATH DE number 5213450 |
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Bayesian inference for the mixed conditional heteroskedasticity model (English)
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21 November 2007
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finite mixtures
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ML estimation
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value at risk
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marginal likelihood
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