Bayesian analysis of switching ARCH models (Q5467629)
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scientific article; zbMATH DE number 5026155
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian analysis of switching ARCH models |
scientific article; zbMATH DE number 5026155 |
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Bayesian analysis of switching ARCH models (English)
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24 May 2006
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Bayesian analysis
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MCMC simulation
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