Marginal likelihood for Markov-switching and change-point GARCH models

Luc Bauwens, Arnaud Dufays, and Jeroen V. K. Rombouts

Year of publication:	2011
Authors:	Bauwens, Luc ; Dufays, Arnaud ; Rombouts, Jeroen V. K.
Publisher:	Aarhus : School of Economics and Management
Subject:	ARCH-Modell \| ARCH model \| Markov-Kette \| Markov chain \| Theorie \| Theory \| Zeitreihenanalyse \| Time series analysis \| Bayes-Statistik \| Bayesian inference

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