✦ LIBER ✦
Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-t innovations
✍ Scribed by David Ardia
- Book ID
- 110880092
- Publisher
- John Wiley and Sons
- Year
- 2009
- Tongue
- English
- Weight
- 785 KB
- Volume
- 12
- Category
- Article
- ISSN
- 1368-4221
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