Papers from the EC2Conference || Bayesian inference on...

Papers from the EC2Conference || Bayesian inference on GARCH models using the Gibbs sampler

Luc Bauwens and Michel Lubrano
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Volume:
1
Year:
1998
Language:
english
Journal:
The Econometrics Journal
DOI:
10.2307/23114951
File:
PDF, 2.03 MB
english, 1998
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