Theory and inference for a Markov switching GARCH model
Luc Bauwens, Arie Preminger and Jeroen V. K. Rombouts
| Year of publication: |
2010
|
|---|---|
| Authors: | Bauwens, Luc ; Preminger, Arie ; Rombouts, Jeroen V. K. |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 13.2010, 2, p. 218-244
|
| Subject: | ARCH-Modell | ARCH model | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003978517