A Switching ARCH Model for the German DAX Index
Year of publication: |
2006
|
---|---|
Authors: | Kaufmann, Sylvia ; Scheicher, Martin |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - Berkeley Electronic Press. - Vol. 10.2006, 4, p. 1290-1290
|
Publisher: |
Berkeley Electronic Press |
Subject: | Bayesian model diagnostics | forecast evaluation | Markov chain Monte Carlo methods | switching ARCH |
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