Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-<i>t</i> innovations (Q3566441)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5717881
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-<i>t</i> innovations |
scientific article; zbMATH DE number 5717881 |
Statements
Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-<i>t</i> innovations (English)
0 references
8 June 2010
0 references
asymmetry
0 references
Bayesian
0 references
GARCH
0 references
Markov-switching
0 references
SMI
0 references
threshold
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.90242946
0 references
0.90155864
0 references
0.8953554
0 references
0.88868606
0 references
0.8852745
0 references
0.8838015
0 references
0.88347983
0 references
0 references
