Smooth transition GARCH models : a Bayesian perspective
Year of publication: |
1998
|
---|---|
Authors: | Lubrano, Michel |
Publisher: |
Louvain-la-Neuve |
Subject: | Statistische Methodenlehre | Statistical theory | Theorie | Theory | Schätzung | Estimation | Aktienindex | Stock index | Belgien | Belgium | Japan |
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