Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc, Dufays, Arnaud, Rombouts, Jeroen V.K.Том:
178
Мова:
english
Журнал:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2013.08.017
Date:
January, 2014
Файл:
PDF, 997 KB
english, 2014