"Bayesian estimation of smooth transition GARCH model using Gibbs sampling."

Hajime Wago (2004)

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DOI: 10.1016/S0378-4754(03)00121-6

access: closed

type: Journal Article

metadata version: 2020-03-04

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Hajime Wago:
Bayesian estimation of smooth transition GARCH model using Gibbs sampling. Math. Comput. Simul. 64(1): 63-78 (2004)

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