A Markov-chain sampling algorithm for GARCH models
Teruo Nakatsuma
Year of publication: |
1998 ; [Elektronische Ressource]
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Authors: | Nakatsuma, Teruo |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 13852619. - Vol. 3.1998, 2, p. 107-117
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