A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models (Q849878)
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scientific article; zbMATH DE number 5071829
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| English | A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models |
scientific article; zbMATH DE number 5071829 |
Statements
A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models (English)
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14 November 2006
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Bayesian model selection
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GARCH models
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Markov Chain Monte Carlo
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model likelihood
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0.7822770476341248
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0.7747610211372375
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0.7602876424789429
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0.7391980290412903
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