bayesGARCH (Q42487)
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:
Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | bayesGARCH |
Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations |
Statements
16 May 2021
0 references
expanded from: GPL (≥ 2) (English)
0 references
