Open AccessEfficient Bayesian estimation for GARCH-type models via sequential Monte Carlo
Author(s) -
Dan Li
Publication year - 2020
Language(s) - Uncategorized
Resource type - Dissertations/theses
DOI - 10.5204/thesis.eprints.180752
Subject(s) - computer science , autoregressive conditional heteroskedasticity , robustness (evolution) , econometrics , volatility (finance) , monte carlo method , bayesian probability , model selection , stochastic volatility , machine learning , artificial intelligence , data mining , economics , mathematics , statistics , biochemistry , chemistry , gene
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