MCMC methods for comparing stochastic volatility and GARCH models
| Year of publication: |
2006
|
|---|---|
| Authors: | Gerlach, Richard ; Tuyl, Frank |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 22.2006, 1, p. 91-108
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