Bayesian estimation of ARMA-GARCH model of weekly foreign exchange rates (Q1012320)
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scientific article; zbMATH DE number 5543965
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| English | Bayesian estimation of ARMA-GARCH model of weekly foreign exchange rates |
scientific article; zbMATH DE number 5543965 |
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Bayesian estimation of ARMA-GARCH model of weekly foreign exchange rates (English)
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15 April 2009
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GARCH
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foreign exchange rate
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Bayesian inference
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0.813254714012146
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0.7835548520088196
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0.7822638750076294
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