A Study for Forecasting Methods of ARMA-GARCH Model Using MCMC Approach |
Chae, Wha-Yeon
(Citibank Korea Inc.)
Choi, Bo-Seung (Department of Computer Science and Statistics, Daegu University) Kim, Kee-Whan (Department of Information and Statistics, Korea University) Park, You-Sung (Department of Statistics, Korea University) |
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