Smooth Transition Garch Models: A Bayesian Perspective
Year of publication: |
2001
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Authors: | Lubrano, Michel |
Published in: |
Recherches économiques de Louvain. - Bruxelles : De Boeck & Larcier, ISSN 0770-4518, ZDB-ID 2810025. - Vol. 67.2001, 3, p. 257-288
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