Theory and inference for a Markov switching GARCH model (Q3004023)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Theory and inference for a Markov switching GARCH model |
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
0 references
