We estimate by Bayesian inference the mixed conditional heteroskedasticity model of Haas et al. (2004a Journal of Financial Econometrics 2, 211–50). We construct a Gibbs sampler algorithm to compute ...
https://doi.org/10.15609/annaeconstat2009.144.0001 • https://www.jstor.org/stable/10.15609/annaeconstat2009.144.0001 Copy URL This paper studies the role played by ...
A collaboration including the University of Oxford, University of British Columbia, Intel, New York University, CERN, and the National Energy Research Scientific Computing Center is working to make it ...
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