Nonstationarity in Garch Models: A Bayesian Analysis.
| Year of publication: |
1992
|
|---|---|
| Authors: | Kleibergen, F. ; Van Dijk, H.K. |
| Institutions: | Econometrisch Instituut, Faculteit der Economische Wetenschappen |
| Subject: | econometrics | probability |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 33 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005625219