Monte Carlo posterior integration in GARCH models (Q2736876)
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scientific article; zbMATH DE number 1644978
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Monte Carlo posterior integration in GARCH models |
scientific article; zbMATH DE number 1644978 |
Statements
11 September 2001
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exchange rate data
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general dynamic model
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Markov chain Monte Carlo
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Metropolis
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state space model
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0.9133963
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0.9097687
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0.89669585
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0.89121515
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0.8855921
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0.88406324
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0.8836657
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Monte Carlo posterior integration in GARCH models (English)
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