Shahed University
Bayesian Inference for Markov Switching Component GARCH Model
Seyede Alemohammad | Saeid Rezakhah | Sasan Hossinalizade
URL :
http://research.shahed.ac.ir/WSR/WebPages/Report/PaperView.aspx?PaperID=30744
Date :
2015/02/25
Publish in :
هشتمين همايش ملي تخصصي امار
Link :
http://http://tehran.pnu.ac.ir/Portal/Home/ShowPage.aspx?Object=News&CategoryID=e0d0f7a3-436f-428f-a8a5-1403a18831b5&WebPartID=f60582b0-3470-48a8-8cb2-25383b79b308&ID=44869efd-0fcf-49a2-9680-7115ce0563cf
Keywords :
Bayesian, Switching, GARCH
Abstract :
http://http://tehran.pnu.ac.ir/Portal/Home/ShowPage.aspx?Object=News&CategoryID=e0d0f7a3-436f-428f-a8a5-1403a18831b5&WebPartID=f60582b0-3470-48a8-8cb2-25383b79b308&ID=44869efd-0fcf-49a2-9680-7115ce0563cf
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Authors' Home page
Seyede Alemohammad