The application of improved Markov Chain Monte Carlo method in liquidity management of commercial banks (Q5174080)
From MaRDI portal
scientific article; zbMATH DE number 6404523
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The application of improved Markov Chain Monte Carlo method in liquidity management of commercial banks |
scientific article; zbMATH DE number 6404523 |
Statements
The application of improved Markov Chain Monte Carlo method in liquidity management of commercial banks (English)
0 references
17 February 2015
0 references
asymmetric stochastic volatility model
0 references
MCMC estimation
0 references
FFBS algorithm
0 references
