EconPapers    
Economics at your fingertips  
 

Bayesian inference on GARCH models using the Gibbs sampler

Luc Bauwens () and Michel Lubrano ()

No 1307, CORE Discussion Papers RP from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 1998-01-01
Note: In : Econometrics Journal, 1, C23-C46, 1998
References: Add references at CitEc
Citations: View citations in EconPapers (9) Track citations by RSS feed

Downloads: (external link)
http://dx.doi.org/10.1111/1368-423X.11003 (text/plain)

Related works:
Journal Article: Bayesian inference on GARCH models using the Gibbs sampler (1998)
Working Paper: Bayesian Inference on GARCH Models using the Gibbs Sampler (1996) Downloads
Working Paper: Bayesian Inference on GARCH Models Using the Gibbs Sampler (1996)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cor:louvrp:1307

Access Statistics for this paper

More papers in CORE Discussion Papers RP from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Voie du Roman Pays 34, 1348 Louvain-la-Neuve (Belgium). Contact information at EDIRC.
Bibliographic data for series maintained by Alain GILLIS ().

 
Page updated 2019-10-14
Handle: RePEc:cor:louvrp:1307