scientific article; zbMATH DE number 862327

MaRDI QIDQ4871538zbMATH OpenFDO

Authors Wolfgang Polasek, P. Müller

Publication date 1 July 1996

zbMATH Keywords

autoregressive conditional heteroskedasdicity modelsBayesian ARCH modelsGibbs-importance algorithmindependence chainmultivariate VAR-VARCH modelsvolatility

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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