Bayesian estimation of smoothly mixing time-varying parameter GARCH models
| Autor: | Chen, Cathy W.S., Gerlach, Richard, Lin, Edward M.H. |
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| Zdroj: | In Computational Statistics and Data Analysis August 2014 76:194-209 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Chen, Cathy W.S., Gerlach, Richard, Lin, Edward M.H. |
|---|---|
| Zdroj: | In Computational Statistics and Data Analysis August 2014 76:194-209 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect