Bayesian clustering of many GARCH models
L. Bauwens; J. V. K. Rombouts
| Year of publication: |
2007
|
|---|---|
| Authors: | Bauwens, Luc ; Rombouts, Jeroen V. K. |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 26.2007, 2, p. 365-386
|
| Subject: | ARCH-Modell | ARCH model | Clusteranalyse | Cluster analysis | Bayes-Statistik | Bayesian inference | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003509134