Bayesian analysis of the unobserved ARCH model

Statistics and Computing 2005 / 04 Vol. 15; Iss. 2

Bayesian analysis of the unobserved ARCH model

Stefanos G. Giakoumatos, Petros Dellaportas, Dimitris N. Politis
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Volume:
15
Language:
english
Pages:
9
Journal:
Statistics and Computing
DOI:
10.1007/s11222-005-6202-9
Date:
April, 2005
File:
PDF, 767 KB
english, 2005
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