Modelling Volatility Asymmetries : A Bayesian Analysis of a Class of Tree Structured Multivariate Garch Models
Year of publication: |
[2008]
|
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Authors: | Dellaportas, Petros |
Other Persons: | Vrontos, Ioannis D. (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Notes: | In: Econometrics Journal, Vol. 10, pp. 503-520 Volltext nicht verfügbar |
Classification: | C11 - Bayesian Analysis ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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