Bayesian inference on GARCH models using the Gibbs sampler (Q6166851)
From MaRDI portal
scientific article; zbMATH DE number 7708411
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian inference on GARCH models using the Gibbs sampler |
scientific article; zbMATH DE number 7708411 |
Statements
Bayesian inference on GARCH models using the Gibbs sampler (English)
0 references
7 July 2023
0 references
Bayesian inference
0 references
GARCH
0 references
Gibbs sampler
0 references
Monte Carlo
0 references
option pricing
0 references
