Bayesian inference for the mixed aconditional heteroskedasticity model
Bauwens, L and Rombouts, J.V.K
Bayesian inference for the mixed aconditional heteroskedasticity model J8302 2007 - 2007 - 408-425 V. 10 Issue. 2
Econometrics
Bayesian inference;Finite mixture;ML estimation;Value at risk;
Bayesian inference for the mixed aconditional heteroskedasticity model J8302 2007 - 2007 - 408-425 V. 10 Issue. 2
Econometrics
Bayesian inference;Finite mixture;ML estimation;Value at risk;