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person:"Krolzig, Hans-Martin"
~isPartOf:"Applied economics"
~person:"Doğan, Osman"
~person:"Fabozzi, Frank J."
~type:"article"
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Krolzig, Hans-Martin
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MCMC-based estimation of Markov Switching ARMA-GARCH models
Henneke, Jan S.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
; …
- In:
Applied economics
43
(
2011
)
1/3
,
pp. 259-271
Persistent link: https://www.econbiz.de/10009011159
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