Semiparametric GARCH via Bayesian Model Averaging

Saved in:

Bibliographic Details
Published in:	Journal of Business & Economic Statistics Vol. 39; pp. 437 - 452
Main Authors:	Wilson Ye Chen, Richard H. Gerlach
Format:	Journal Article
Language:	Japanese
Published:	Informa UK Limited 30.10.2019
Subjects:	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
ISSN:	0735-0015, 1537-2707
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!

Description
ISSN:	0735-0015 1537-2707
DOI:	10.6084/m9.figshare.9879872.v1