Bayesian testing for non-linearity in volatility modeling
| Year of publication: |
2006
|
|---|---|
| Authors: | Miazhynskaia, Tatiana ; Fruhwirth-Schnatter, Sylvia ; Dorffner, Georg |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 51.2006, 3, p. 2029-2042
|
| Publisher: |
Elsevier |