MONTE CARLO POSTERIOR INTEGRATION IN GARCH MODEL
| Year of publication: |
1998
|
|---|---|
| Authors: | Muller, Peter ; Pole, Andy |
| Published in: |
Sankhya / B : the Indian journal of statistics. - Calcutta : Inst., ISSN 0581-5738, ZDB-ID 2031486. - Vol. 60.1998, 1, p. 127-144
|