Forecasting time‐varying covariance with a robust Bayesian threshold model
| Year of publication: |
2011
|
|---|---|
| Authors: | Wu, Chih‐Chiang ; Lee, Jack C. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 30.2011, 5, p. 451-469
|