BAYESIAN INFERENCE METHODS FOR UNIVARIATE AND MULTIVARIATE GARCH MODELS: A SURVEY
نویسندگان
چکیده
منابع مشابه
Bayesian Inference Methods for Univariate and Multivariate GARCH Models: a Survey
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ژورنال
عنوان ژورنال: Journal of Economic Surveys
سال: 2013
ISSN: 0950-0804
DOI: 10.1111/joes.12046