Munich Personal RePEc Archive
Login | Create Account

Authors / Editors: Hoogerheide, Lennart F.

Number of items: 2.

Ardia, David and Hoogerheide, Lennart F. (2009): Bayesian estimation of the GARCH(1,1) model with Student-t innovations. Published in: The R Journal , Vol. 2, No. 2 (31. December 2010): pp. 41-47.

Ardia, David and Hoogerheide, Lennart F. (2010): Efficient Bayesian estimation and combination of GARCH-type models. Published in: Rethinking Risk Measurement and Reporting: Examples and Applications from Finance, Riskbooks , Vol. Volume II, (October 2010)

This list was generated on Fri May 25 23:47:31 2012 CEST.
LMU-Logo
MPRA is a RePEc service hosted by
the Munich University Library in Germany.