Bayesian inference of multivariate-GARCH-BEKK models

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISSN
1613-9798
Extent
Online-Ressource
Language
Englisch
Notes
online resource.

Bibliographic citation
Bayesian inference of multivariate-GARCH-BEKK models ; day:30 ; month:9 ; year:2022 ; pages:1-26
Statistical papers ; (30.9.2022), 1-26

Creator
Livingston, G. C.
Nur, Darfiana
Contributor
SpringerLink (Online service)

DOI
10.1007/s00362-022-01360-6
URN
urn:nbn:de:101:1-2022121809341204403471
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
15.08.2025, 7:28 AM CEST

Data provider

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Associated

  • Livingston, G. C.
  • Nur, Darfiana
  • SpringerLink (Online service)

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