A Bayesian Analysis of Autoregressive Models with Exogenous Variables and Power-Transformed and Threshold GARCH Errors
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Publication:5265882
DOI10.1080/03610926.2013.863926zbMath1320.91165OpenAlexW2147237338MaRDI QIDQ5265882
Rubing Liang, Jin-Shan Liu, Qiang Xia
Publication date: 29 July 2015
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2013.863926
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; risk measures (91G70) Bayesian inference (62F15)
Cites Work
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