Bayesian Analysis of GARCH Model in BUGS Language
碩士 === 中原大學 === 應用數學研究所 === 106 === The Bayesian time series analysis is commonly used in many fields, especially the financial engineering. In particular, we consider the GARCH models that fit the time varying volatility and volatility clustering. However, the main difficulty in Bayesian statistics...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/fwuc6c |