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person:"Stambaugh, Robert F."
subject:"Share price"
~isPartOf:"Journal of empirical finance"
~person:"Bauwens, Luc"
~subject:"ARCH model"
~subject:"Statistical theory"
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Journal of empirical finance
CORE discussion paper : DP
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Annales d'économie et de statistique
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
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