![](/img/cover-not-exists.png)
Bayesian semiparametric Markov switching stochastic volatility model
Virbickaitė, Audronė, Lopes, Hedibert F.Language:
english
Journal:
Applied Stochastic Models in Business and Industry
DOI:
10.1002/asmb.2434
Date:
February, 2019
File:
PDF, 1.43 MB
english, 2019