Bayesian semiparametric multivariate GARCH modeling (Q2442573)
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scientific article; zbMATH DE number 6279465
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| English | Bayesian semiparametric multivariate GARCH modeling |
scientific article; zbMATH DE number 6279465 |
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Bayesian semiparametric multivariate GARCH modeling (English)
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4 April 2014
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0.8673073053359985
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0.8511760830879211
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0.8464646935462952
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0.8333703279495239
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0.8307847380638123
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