Bayesian analysis of ARMA-GARCH models: A Markov chain sampling approach
| Year of publication: |
2000
|
|---|---|
| Authors: | Nakatsuma, Teruo |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 95.2000, 1, p. 57-69
|
| Publisher: |
Elsevier |