Bayesian analysis of ARMA–GARCH models: A Markov chain sampling approach
- 31 March 2000
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 95 (1) , 57-69
- https://doi.org/10.1016/s0304-4076(99)00029-9
Abstract
No abstract availableKeywords
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