{"id":"https://openalex.org/W62961836","doi":"https://doi.org/10.1007/978-3-642-27452-7_67","title":"Comparative Analysis of Three GARCH Models Based on MCMC","display_name":"Comparative Analysis of Three GARCH Models Based on MCMC","publication_year":2011,"publication_date":"2011-01-01","ids":{"openalex":"https://openalex.org/W62961836","doi":"https://doi.org/10.1007/978-3-642-27452-7_67","mag":"62961836"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-642-27452-7_67","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-27452-7_67","pdf_url":null,"source":{"id":"https://openalex.org/S2764900261","display_name":"Communications in computer and information science","issn_l":"1865-0929","issn":["1865-0929","1865-0937"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Computer and Information Science","raw_type":"book-chapter"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5069524359","display_name":"Yan Gao","orcid":"https://orcid.org/0000-0003-2467-3755"},"institutions":[{"id":"https://openalex.org/I137506752","display_name":"North China University of Science and Technology","ror":"https://ror.org/04z4wmb81","country_code":"CN","type":"education","lineage":["https://openalex.org/I137506752"]},{"id":"https://openalex.org/I179324530","display_name":"Jilin University of Finance and Economics","ror":"https://ror.org/04az9eh24","country_code":"CN","type":"education","lineage":["https://openalex.org/I179324530"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yan Gao","raw_affiliation_strings":["School of Science, Hebei United University, Xin Hua Street 46, Tangshan, 063009, Hebei, P.R. China","School of Southern Research, Center for Quantitative Economics of Jilin University, Changchun, 130012, Jilin Province, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Science, Hebei United University, Xin Hua Street 46, Tangshan, 063009, Hebei, P.R. China","institution_ids":["https://openalex.org/I137506752"]},{"raw_affiliation_string":"School of Southern Research, Center for Quantitative Economics of Jilin University, Changchun, 130012, Jilin Province, China","institution_ids":["https://openalex.org/I179324530"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100777284","display_name":"Chengjun Zhang","orcid":"https://orcid.org/0000-0001-9759-4906"},"institutions":[{"id":"https://openalex.org/I180662265","display_name":"China Mobile (China)","ror":"https://ror.org/05gftfe97","country_code":"CN","type":"company","lineage":["https://openalex.org/I180662265"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Chengjun Zhang","raw_affiliation_strings":["Market Department, China Mobile Group Hebei Co, Ltd. Tangshan Branch, Xing Yuan road 139, Tangshan, 063004, Hebei, P.R. China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Market Department, China Mobile Group Hebei Co, Ltd. Tangshan Branch, Xing Yuan road 139, Tangshan, 063004, Hebei, P.R. China","institution_ids":["https://openalex.org/I180662265"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100618152","display_name":"Liyan Zhang","orcid":"https://orcid.org/0000-0002-8846-1666"},"institutions":[{"id":"https://openalex.org/I113992204","display_name":"Hebei University of Economics and Business","ror":"https://ror.org/05j1kc284","country_code":"CN","type":"education","lineage":["https://openalex.org/I113992204"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Liyan Zhang","raw_affiliation_strings":["Business School, Hebei University of Economics And Business, Xue Fu road 47, Shi Jiazhuang, 050061, Hebei, P.R. China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Business School, Hebei University of Economics And Business, Xue Fu road 47, Shi Jiazhuang, 050061, Hebei, P.R. China","institution_ids":["https://openalex.org/I113992204"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"494","last_page":"499"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9842000007629395,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11186","display_name":"Hydrology and Drought Analysis","score":0.9783999919891357,"subfield":{"id":"https://openalex.org/subfields/2306","display_name":"Global and Planetary Change"},"field":{"id":"https://openalex.org/fields/23","display_name":"Environmental Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/markov-chain-monte-carlo","display_name":"Markov chain Monte Carlo","score":0.8196408152580261},{"id":"https://openalex.org/keywords/autoregressive-conditional-heteroskedasticity","display_name":"Autoregressive conditional heteroskedasticity","score":0.7135750651359558},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.6643191576004028},{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.5812817215919495},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.5469492077827454},{"id":"https://openalex.org/keywords/stochastic-volatility","display_name":"Stochastic volatility","score":0.4560352563858032},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4531044661998749},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3615075945854187},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.31830859184265137},{"id":"https://openalex.org/keywords/bayesian-probability","display_name":"Bayesian probability","score":0.12461024522781372}],"concepts":[{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.8196408152580261},{"id":"https://openalex.org/C23922673","wikidata":"https://www.wikidata.org/wiki/Q180752","display_name":"Autoregressive conditional heteroskedasticity","level":3,"score":0.7135750651359558},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6643191576004028},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.5812817215919495},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.5469492077827454},{"id":"https://openalex.org/C85393063","wikidata":"https://www.wikidata.org/wiki/Q596307","display_name":"Stochastic volatility","level":3,"score":0.4560352563858032},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4531044661998749},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3615075945854187},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.31830859184265137},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.12461024522781372}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-642-27452-7_67","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-27452-7_67","pdf_url":null,"source":{"id":"https://openalex.org/S2764900261","display_name":"Communications in computer and information science","issn_l":"1865-0929","issn":["1865-0929","1865-0937"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Computer and Information Science","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":6,"referenced_works":["https://openalex.org/W1551275368","https://openalex.org/W1979575715","https://openalex.org/W1999996900","https://openalex.org/W2020999234","https://openalex.org/W2365188386","https://openalex.org/W2423293082"],"related_works":["https://openalex.org/W2151689585","https://openalex.org/W2380816257","https://openalex.org/W3087071515","https://openalex.org/W4283726152","https://openalex.org/W3093571331","https://openalex.org/W4386802740","https://openalex.org/W1986811129","https://openalex.org/W2371057259","https://openalex.org/W2286180210","https://openalex.org/W1877031344"],"abstract_inverted_index":null,"counts_by_year":[{"year":2012,"cited_by_count":1}],"updated_date":"2026-07-14T23:27:15.235271","created_date":"2025-10-10T00:00:00"}