Efficient Gibbs sampling for Markov switching GARCH models

  • Main
  • 2014 / 4
  • Efficient Gibbs sampling for Markov switching GARCH models
Computational Statistics & Data Analysis 2014 / 4

Efficient Gibbs sampling for Markov switching GARCH models

Billio, Monica, Casarin, Roberto, Osuntuyi, Anthony
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Language:
english
Journal:
Computational Statistics & Data Analysis
DOI:
10.1016/j.csda.2014.04.011
Date:
April, 2014
File:
PDF, 642 KB
english, 2014
Conversion to is in progress
Conversion to is failed