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