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A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models
Miazhynskaia, Tatiana; Dorffner, Georg - In: Statistical Papers 47 (2006) 4, pp. 525-549
Persistent link: https://www.econbiz.de/10008533779
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Non-linear volatility modeling in classical and Bayesian frameworks with applications to risk management
Miazhynskaia, Tatiana; Dockner, Engelbert J.; … - In: Adaptive information systems and modelling in economics …, (pp. 73-98). 2005
Persistent link: https://www.econbiz.de/10003319811
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A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models
Miazhynskaia, Tatiana; Dorffner, Georg - In: Statistical papers 47 (2006) 4, pp. 525-549
Persistent link: https://www.econbiz.de/10003344726