MCMC methods for comparing stochastic volatility and GARCH models
| Year of publication: |
2006
|
|---|---|
| Authors: | Gerlach, Richard ; Tuyl, Frank |
| Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 22.2006, 1, p. 91-107
|
| Publisher: |
Elsevier |