Bayesian testing for non-linearity in volatility modeling (Q1010548)
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scientific article; zbMATH DE number 5540543
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| default for all languages | No label defined |
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| English | Bayesian testing for non-linearity in volatility modeling |
scientific article; zbMATH DE number 5540543 |
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Bayesian testing for non-linearity in volatility modeling (English)
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6 April 2009
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volatility modeling
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GARCH models
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neural networks
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Bayesian model selection
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Markov chain Monte Carlo (MCMC)
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0.7770213484764099
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0.7713490128517151
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0.7631857395172119
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0.7546685338020325
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