Computational tools for comparing asymmetric GARCH models via Bayes factors

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Publication:419441

DOI10.1016/J.MATCOM.2011.12.005zbMath1238.62102OpenAlexW1997064882MaRDI QIDQ419441

Ricardo S. Ehlers

Publication date: 18 May 2012

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2011.12.005







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