Generalized EGARCH Random Effect Models Application to Financial Time Series (Q3072385)
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scientific article; zbMATH DE number 5844578
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Generalized EGARCH Random Effect Models Application to Financial Time Series |
scientific article; zbMATH DE number 5844578 |
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Generalized EGARCH Random Effect Models Application to Financial Time Series (English)
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3 February 2011
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Bayesian methodology
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EGARCH models
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financial time series
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GARCH models
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MCMC methods
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volatility models
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0.9041757
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0.87536424
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0.86983025
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0.86579615
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0.8654773
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