Compara mètodes

	Model GARCH bayesià	Model GARCH (Previsió de la Volatilitat)
Camp	Econometria	Econometria
Família	Regression model	Regression model
Any d'origen	1989–2000	1986
Autor original	Geweke (1989); further developed by Nakatsuma (2000) and Bauwens & Lubrano (1998)	Tim Bollerslev
Tipus	Bayesian volatility model	Conditional volatility model
Font seminal	Geweke, J. (1989). Exact predictive densities for linear models with ARCH disturbances. Journal of Econometrics, 40(1), 63–86.	Bollerslev, T. (1986). Generalized Autoregressive Conditional Heteroskedasticity. Journal of Econometrics, 31(3), 307–327.
Àlies	Bayesian GARCH, BGARCH, GARCH with Bayesian inference, Bayesian volatility model	GARCH, GARCH(1,1), conditional volatility model, GARCH Modeli (Oynaklık Tahmini)
Relacionats	4	5
Resum	The Bayesian GARCH model combines the GARCH framework for time-varying volatility with Bayesian posterior inference. Instead of maximising a likelihood, it specifies prior distributions for the GARCH parameters and draws from the resulting posterior — typically via Markov chain Monte Carlo (MCMC) — to quantify both point estimates and full uncertainty about volatility dynamics.	The Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model, introduced by Tim Bollerslev in 1986, models the time-varying conditional variance of a financial time series. It captures volatility clustering and the ARCH effect, and is the standard tool for estimating risk and volatility in return series.