A change point analysis of BOVESPA and BOVMESB indexes using the Bayeian approach
Year of publication: |
2002
|
---|---|
Authors: | Loshi, Rosangela H. ; Iglesias, Pilar L. ; Moreira, Guilherme G. |
Published in: |
Economia. - Associação dos Centros de Pós-Graduação em Economia - ANPEC, ISSN 1517-7580. - Vol. 3.2002, 2, p. 239-264
|
Publisher: |
Associação dos Centros de Pós-Graduação em Economia - ANPEC |
Subject: | Gibbs sampling | product partition model | Student-t distribution |
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