modelos bivariados GARCH-Minferencia bayesianaMonte Carlo Hamiltonianoinflación y crecimiento del productoThe generalized autoregressive conditional heteroskedasticity (GARCH)model is a statistical model for time series used to describes the variance ofthe current error as a function of past squared ...
Based on the selection of the best model using the criteria of AICC, HQC, AIC, and SBC, it was found that the VARMA (2.2) -GARCH (1.1) model is the best one for the data in this study. The model VARMA...