Full Bayesian Inference for GARCH and EGARCH Models
| Year of publication: |
2000
|
|---|---|
| Authors: | Vrontos, I.D. ; Dellaportas, P. ; Politis, D.N. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 18.2000, 2, p. 187-198
|