BAYESIAN INFERENCE METHODS FOR UNIVARIATE AND MULTIVARIATE...

Journal of Economic Surveys 2015 / 02 Vol. 29; Iss. 1

BAYESIAN INFERENCE METHODS FOR UNIVARIATE AND MULTIVARIATE GARCH MODELS: A SURVEY

Virbickaite, Audrone, Ausín, M. Concepción, Galeano, Pedro
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Volume:
29
Language:
english
Journal:
Journal of Economic Surveys
DOI:
10.1111/joes.12046
Date:
February, 2015
File:
PDF, 388 KB
english, 2015
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