Bayesian analysis of a structural change in volatility using the Gibbs sampler with an application to stock market returns
Boualem Kezim; Susan E. Pariseau
| Year of publication: |
2004
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|---|---|
| Authors: | Kezim, Boualem ; Pariseau, Susan E. |
| Published in: |
Journal of business and economic studies. - Fairfield, Conn. : School of Business, Fairfield Univ., ISSN 1063-343X, ZDB-ID 11935194. - Vol. 10.2004, 1, p. 1-11
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| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturverz. S. 9 - 11 |
| Source: |
Persistent link: https://www.econbiz.de/10009895222