GJR-CAViaR模型的贝叶斯分位数回归——基于Gibbs抽样的MCMC算法实现

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1000-1549|volume|7|87-95

ISSN: 1000-1549

Source: 中央财经大学学报, Vol.volume, Iss.7, 2017-01, pp. : 87-95

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract