Bayesian Estimation of Student-t GARCH Model Using Lindley’s Approximation
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH
سال: 2019
ISSN: 0424-267X,1842-3264
DOI: 10.24818/18423264/53.1.19.05