Bayesian Analysis of General Asymmetric Multivariate GARCH Models and News Impact Curves (Q2832980)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Analysis of General Asymmetric Multivariate GARCH Models and News Impact Curves |
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Bayesian Analysis of General Asymmetric Multivariate GARCH Models and News Impact Curves (English)
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15 November 2016
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asymmetry
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Bayesian Markov chain Monte Carlo method
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BEKK
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leverage effect
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multivariate GARCH
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