Bayesian semiparametric multivariate GARCH modeling
| Year of publication: |
2013
|
|---|---|
| Authors: | Jensen, Mark J. ; Maheu, John M. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 176.2013, 1, p. 3-17
|