BayesT-CAViaR
An adaptive MCMC algorithm for Bayesian Threshold CAViaR model See Engle and Mangnelli(2004)
An adaptive MCMC algorithm for Bayesian Threshold CAViaR model
An adaptive MCMC algorithm for Bayesian Threshold CAViaR model See Engle and Mangnelli(2004)
An adaptive MCMC algorithm for Bayesian Threshold CAViaR model