Bayesian Estimation of Single-regime and Regime-switching GARCH Models
Author | : David Ardia |
Publisher | : |
Total Pages | : 165 |
Release | : 2008 |
ISBN-10 | : OCLC:428185559 |
ISBN-13 | : |
Rating | : 4/5 (59 Downloads) |
Book Synopsis Bayesian Estimation of Single-regime and Regime-switching GARCH Models by : David Ardia
Download or read book Bayesian Estimation of Single-regime and Regime-switching GARCH Models written by David Ardia and published by . This book was released on 2008 with total page 165 pages. Available in PDF, EPUB and Kindle. Book excerpt: