Open AccessBayesian Estimation of Student-t GARCH Model Using Lindley’s Approximation
Author(s) -
Yakup Arı,
Papadopoulos Alex
Publication year - 2019
Publication title -
economic computation and economic cybernetics studies and research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.258
H-Index - 18
eISSN - 1842-3264
pISSN - 0424-267X
DOI - 10.24818/18423264/53.1.19.05
Subject(s) - autoregressive conditional heteroskedasticity , estimation , bayesian probability , mathematics , bayes estimator , econometrics , statistics , economics , volatility (finance) , management