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Bayesian clustering of many GARCH models

Luc Bauwens and Jeroen V. K, Rombouts
Year of publication:
2003
Authors: Bauwens, Luc ; Rombouts, Jeroen V. K.
Publisher: Louvain-la-Neuve : CORE
Subject: ARCH-Modell | ARCH model | Clusteranalyse | Cluster analysis | Bayes-Statistik | Bayesian inference | Theorie | Theory
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