Forecasting time-varying covariance with a robust Bayesian...

Forecasting time-varying covariance with a robust Bayesian threshold model

Chih-Chiang Wu, Jack C. Lee
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Volume:
30
Year:
2011
Language:
english
Pages:
18
DOI:
10.1002/for.1183
File:
PDF, 172 KB
english, 2011
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