Constrained Hamiltonian Monte Carlo in BEKK GARCH with targeting (Q1695658)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constrained Hamiltonian Monte Carlo in BEKK GARCH with targeting |
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Constrained Hamiltonian Monte Carlo in BEKK GARCH with targeting (English)
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7 February 2018
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dynamic conditional covariances
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Markov chain Monte Carlo
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