Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models
| Year of publication: |
2007
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|---|---|
| Authors: | Dellaportas, P. ; Vrontos, I.D. |
| Published in: |
The econometrics journal. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1368-4221, ZDB-ID 14122650. - Vol. 10.2007, 3, p. 503-520
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