Bayesian analysis of periodic asymmetric power GARCH models (Q2697099)

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Bayesian analysis of periodic asymmetric power GARCH models
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    Bayesian analysis of periodic asymmetric power GARCH models (English)
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    17 April 2023
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    Bayesian forecasting
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    deviance information criterion
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    Griddy-Gibbs
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    periodic asymmetric power GARCH model
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    probability properties
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    value at risk
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