A Markov-Chain Sampling Algorithm for GARCH Models (Q3368228)
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scientific article; zbMATH DE number 5002304
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| default for all languages | No label defined |
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| English | A Markov-Chain Sampling Algorithm for GARCH Models |
scientific article; zbMATH DE number 5002304 |
Statements
A Markov-Chain Sampling Algorithm for GARCH Models (English)
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27 January 2006
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Bayesian inference
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GARCH
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Markov-chain Monte Carlo
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Metropolis-Hastings algorithm
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0.8289756774902344
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0.8054747581481934
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0.8054746389389038
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0.7713664770126343
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