Title of article :
Bayesian estimation of the Gaussian mixture GARCH model
Author/Authors :
Mar?a Concepci?n Aus?n، نويسنده , , Pedro Galeano، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Keywords :
GARCH models , Griddy–Gibbs sampler , value at risk , Mixtures models , Bayesian inference
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
