✦ LIBER ✦
Indirect TARCH-CAViaR Model and Its Parameter Estimation by MCMC Method with an Application
✍ Scribed by Xin-yu WANG; Xue-feng SONG
- Publisher
- Elsevier
- Year
- 2008
- Weight
- 252 KB
- Volume
- 28
- Category
- Article
- ISSN
- 1874-8651
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