搜索结果: 1-1 共查到“经济学 Bayesian estimation”相关记录1条 . 查询时间(0.104 秒)
Bayesian estimation of GARCH model with an adaptive proposal density
Bayesian estimation GARCH model adaptive proposal density
2010/12/30
A Bayesian estimation of a GARCH model is performed for US Dollar/Japanese Yen exchange rate by the Metropolis-Hastings algorithm with a proposal density given by the adaptive construction scheme. In ...