Computational tools for comparing asymmetric GARCH models via Bayes factors (Q419441)
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: Computational tools for comparing asymmetric GARCH models via Bayes factors |
scientific article; zbMATH DE number 6036533
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Computational tools for comparing asymmetric GARCH models via Bayes factors |
scientific article; zbMATH DE number 6036533 |
Statements
Computational tools for comparing asymmetric GARCH models via Bayes factors (English)
0 references
18 May 2012
0 references
Markov chain Monte Carlo
0 references
Metropolis-Hastings
0 references
marginal likelihood
0 references
0 references
0 references
0 references
0.7992587685585022
0 references
0.7916654348373413
0 references
0.7710427641868591
0 references
0.7673878073692322
0 references
0.7642752528190613
0 references
