Inference for some multivariate ARCH and GARCH models
Year of publication: |
2003
|
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Authors: | Vrontos, I. D. ; Dellaportas, Petros ; Politis, Dimitris N. |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 22.2003, 6/7, p. 427-446
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Subject: | ARCH-Modell | ARCH model | Bayes-Statistik | Bayesian inference | Theorie | Theory | Aktienindex | Stock index | Griechenland | Greece |
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