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"Bayesian estimation of the Gaussian mixture GARCH model."

María Concepción Ausín, Pedro Galeano (2007)

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DOI: 10.1016/J.CSDA.2006.01.006

access: closed

type: Journal Article

metadata version: 2020-02-18

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María Concepción Ausín, Pedro Galeano:
Bayesian estimation of the Gaussian mixture GARCH model. Comput. Stat. Data Anal. 51(5): 2636-2652 (2007)

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