Simulation-based sequential analysis of Markov switching stochastic volatility models
| Year of publication: |
2007
|
|---|---|
| Authors: | Carvalho, Carlos M. ; Lopes, Hedibert F. |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 51.2007, 9, p. 4526-4542
|
| Publisher: |
Elsevier |