• Title of article

    Bayesian estimation of the Gaussian mixture GARCH model

  • Author/Authors

    Mar?a Concepci?n Aus?n، نويسنده , , Pedro Galeano، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2007
  • Pages
    17
  • From page
    2636
  • To page
    2652
  • Keywords
    GARCH models , Griddy–Gibbs sampler , value at risk , Mixtures models , Bayesian inference
  • Journal title
    Computational Statistics and Data Analysis
  • Serial Year
    2007
  • Journal title
    Computational Statistics and Data Analysis
  • Record number

    145256

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=145256