Model selection of a switching mechanism for financial time series (Q4620173)
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scientific article; zbMATH DE number 7015469
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Model selection of a switching mechanism for financial time series |
scientific article; zbMATH DE number 7015469 |
Statements
Model selection of a switching mechanism for financial time series (English)
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8 February 2019
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Bayesian predictive information
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deviance information criteria
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hysteretic autoregressive model
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Markov chain Monte Carlo
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threshold GARCH model
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model selection
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0.8385117650032043
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0.818121612071991
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0.7968755960464478
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0.7827743887901306
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0.768040657043457
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