Bayesian Analysis of a Doubly Truncated ARMA-GARCH Model (Q3368385)
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scientific article; zbMATH DE number 5002426
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| English | Bayesian Analysis of a Doubly Truncated ARMA-GARCH Model |
scientific article; zbMATH DE number 5002426 |
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Bayesian Analysis of a Doubly Truncated ARMA-GARCH Model (English)
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27 January 2006
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double truncation
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Markov Chain Monte Carlo algorithms
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model selection
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purchasing power parity
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0.7698264718055725
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0.7499211430549622
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0.7473442554473877
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0.7444354891777039
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