Bayesian model selection for heteroskedastic models
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Publication:3573007
DOI10.1016/S0731-9053(08)23018-5zbMath1189.91222MaRDI QIDQ3573007
Cathy W. S. Chen, Mike K. P. So, Richard H. Gerlach
Publication date: 30 June 2010
Published in: Bayesian Econometrics (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; risk measures (91G70) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)
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