"Bayesian estimation of smoothly mixing time-varying parameter GARCH models."

Cathy W. S. Chen, Richard Gerlach, Edward M. H. Lin (2014)

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DOI: 10.1016/J.CSDA.2013.09.019

access: closed

type: Journal Article

metadata version: 2020-02-18

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Cathy W. S. Chen, Richard Gerlach, Edward M. H. Lin:
Bayesian estimation of smoothly mixing time-varying parameter GARCH models. Comput. Stat. Data Anal. 76: 194-209 (2014)

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