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Bayesian Clustering of Many Garch Models
Bauwens, L.
;
Rombouts, J.V.K.
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 365-386
Persistent link: https://www.econbiz.de/10007730235
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Bayesian clustering of many GARCH models
Bauwens, Luc
;
Rombouts, Jeroen V. K.
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 365-386
Persistent link: https://www.econbiz.de/10003509134
Saved in:
3
Bayesian inference in dynamic disequilibrium models : an application to the Polish credit market
Bauwens, Luc
;
Lubrano, Michel
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 469-486
Persistent link: https://www.econbiz.de/10003509150
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