Bayesian semiparametric Markov switching stochastic volatility model
| Year of publication: |
2019
|
|---|---|
| Authors: | Virbickaitė, Audronė ; Lopes, Hedibert F. |
| Published in: |
Applied Stochastic Models in Business and Industry. - Wiley, ISSN 1526-4025, ZDB-ID 2002340-6. - Vol. 35.2019, 4 (11.02.), p. 978-997
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/asmb.2434 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012272452