Multivariate mixed normal conditional heteroskedasticity
Copyright policy )Multivariate mixed normal conditional heteroskedasticity
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- Inter-University Accelerator Centre India
- Université Catholique de Louvain Belgium
- Center for Interuniversity Research and Analysis on Organizations Canada
- Tinbergen Institute Netherlands
- HEC Montréal Canada
Applications of statistics to actuarial sciences and financial mathematics, Finite mixture, Estimation in multivariate analysis, Bayesian inference, Multivariate volatility; Finite mixture; EM algorithm; Bayesian inference, finite mixture, Time series, auto-correlation, regression, etc. in statistics (GARCH), multivariate volatility, multivariate volatility, finite mixture, EM algorithm, Bayesian inference, Multivariate volatility, EM algorithm, jel: jel:C52, jel: jel:C11, jel: jel:C22
Applications of statistics to actuarial sciences and financial mathematics, Finite mixture, Estimation in multivariate analysis, Bayesian inference, Multivariate volatility; Finite mixture; EM algorithm; Bayesian inference, finite mixture, Time series, auto-correlation, regression, etc. in statistics (GARCH), multivariate volatility, multivariate volatility, finite mixture, EM algorithm, Bayesian inference, Multivariate volatility, EM algorithm, jel: jel:C52, jel: jel:C11, jel: jel:C22
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