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CREATES research paper
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689
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Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
-
2011
Persistent link: https://www.econbiz.de/10009382620
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State-space models on the Stiefel manifold with a new approach to nonlinear filtering
Yang, Yukai
;
Bauwens, Luc
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2018
Persistent link: https://www.econbiz.de/10011946395
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