Bayesian Clustering of Many Garch Models
| Year of publication: |
2007
|
|---|---|
| Authors: | Bauwens, L. ; Rombouts, J.V.K. |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 26.2007, 2, p. 365-386
|