Semiparametric GARCH via Bayesian Model Averaging
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| Vydané v: | Journal of Business & Economic Statistics Ročník 39; s. 437 - 452 |
|---|---|
| Hlavní autori: | , |
| Médium: | Journal Article |
| Jazyk: | Japanese |
| Vydavateľské údaje: |
Informa UK Limited
30.10.2019
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| ISSN: | 0735-0015, 1537-2707 |
| On-line prístup: | Získať plný text |
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| Author | Richard H. Gerlach Wilson Ye Chen |
|---|---|
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| DOI | 10.6084/m9.figshare.9879872.v1 10.6084/m9.figshare.9879872.v2 10.1080/07350015.2019.1668796 10.48550/arxiv.1708.07587 |
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| EndPage | 452 |
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| StartPage | 437 |
| SubjectTerms | Applications (stat.AP) FOS: Computer and information sciences FOS: Economics and business Methodology (stat.ME) Quantitative Finance - Risk Management Risk Management (q-fin.RM) Statistics - Applications Statistics - Methodology |
| Title | Semiparametric GARCH via Bayesian Model Averaging |
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