Generalized EGARCH Random Effect Models Application to Financial Time Series (Q3072385)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Generalized EGARCH Random Effect Models Application to Financial Time Series |
scientific article; zbMATH DE number 5844578
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Generalized EGARCH Random Effect Models Application to Financial Time Series |
scientific article; zbMATH DE number 5844578 |
Statements
Generalized EGARCH Random Effect Models Application to Financial Time Series (English)
0 references
3 February 2011
0 references
Bayesian methodology
0 references
EGARCH models
0 references
financial time series
0 references
GARCH models
0 references
MCMC methods
0 references
volatility models
0 references
0 references
0.9041757
0 references
0.87536424
0 references
0.86983025
0 references
0.86579615
0 references
0 references
0.8654773
0 references
