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A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models

✍ Scribed by Bauwens, Luc (author);De Backer, Bruno (author);Dufays, Arnaud (author)

Book ID
125856647
Publisher
Elsevier B.V.
Year
2014
Tongue
English
Weight
545 KB
Volume
29
Category
Article
ISSN
0927-5398

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