Efficient Gibbs sampling for Markov switching GARCH models (Q1659098)
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scientific article; zbMATH DE number 6918322
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| English | Efficient Gibbs sampling for Markov switching GARCH models |
scientific article; zbMATH DE number 6918322 |
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Efficient Gibbs sampling for Markov switching GARCH models (English)
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15 August 2018
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Bayesian inference
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GARCH
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Markov-switching
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multiple-try Metropolis
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0.8054043054580688
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0.773429811000824
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0.7713664770126343
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0.7669652700424194
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0.7636914253234863
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