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

Journal of Central University of Finance & Economics ›› 2017, Vol. 0 ›› Issue (7) : 87-95.

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PDF(492 KB)
Journal of Central University of Finance & Economics ›› 2017, Vol. 0 ›› Issue (7) : 87-95.

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