Bayesian inference for the mixed conditional heteroskedasticity model
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Publication:5427676
DOI10.1111/j.1368-423X.2007.00213.xzbMath1122.62015OpenAlexW3121881165WikidataQ126254774 ScholiaQ126254774MaRDI QIDQ5427676
Jeroen V. K. Rombouts, Luc Bauwens
Publication date: 21 November 2007
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1368-423x.2007.00213.x
Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)
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