Bayesian Analysis of Student t Linear Regression with Unknown Change-Point and Application to Stock Data Analysis
| Year of publication: |
2012
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|---|---|
| Authors: | Lin, Jin-Guan ; Chen, Ji ; Li, Yong |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 40.2012, 3, p. 203-218
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