Open AccessBayesian Inference for the Mixed Conditional Heteroskedasticity Model
Author(s) -
Luc Bauwens,
Jeroen V.K. Rombouts
Publication year - 2005
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.884424
Subject(s) - heteroscedasticity , inference , econometrics , bayesian inference , bayesian probability , computer science , statistics , artificial intelligence , mathematics
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