Bayesian clustering of many GARCH models
| Authors: | BAUWENS, Luc ; ROMBOUTS, Jeroen VK |
|---|---|
| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Extent: | text/plain |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | In : Econometric Reviews, 26(2-4), 365-386, 2007 Number -1916 |
| Other identifiers: | 10.1080/07474930701220576 [DOI] |
| Source: |
Persistent link: https://www.econbiz.de/10010927237