Bayesian inference on GARCH models using the Gibbs sampler
| Authors: | BAUWENS, L. ; LUBRANO, M. |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Extent: | text/plain |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | In : Econometrics Journal, 1, C23-C46, 1998 Number -1307 |
| Other identifiers: | 10.1111/1368-423X.11003 [DOI] |
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Persistent link: https://www.econbiz.de/10010926607