## Abstract This paper surveys the most important developments in multivariate ARCH‐type modelling. It reviews the model specifications and inference methods, and identifies likely directions of future research. Copyright © 2006 John Wiley & Sons, Ltd.
✦ LIBER ✦
BAYESIAN INFERENCE METHODS FOR UNIVARIATE AND MULTIVARIATE GARCH MODELS: A SURVEY
✍ Scribed by Virbickaite, Audrone; Ausín, M. Concepción; Galeano, Pedro
- Book ID
- 121213391
- Publisher
- John Wiley and Sons
- Year
- 2013
- Tongue
- English
- Weight
- 388 KB
- Volume
- 29
- Category
- Article
- ISSN
- 0950-0804
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