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person:"Robert, Christian P."
~isPartOf:"Journal of forecasting"
~person:"Kohn, Robert"
~person:"Kolkiewicz, Adam W."
~person:"Martin, Gael M."
~subject:"Stochastischer Prozess"
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Journal of forecasting
Working paper / Department of Econometrics and Business Statistics, Monash University
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Bayesian analysis of a threshold stochastic volatility model
Wirjanto, Tony S.
;
Kolkiewicz, Adam W.
;
Men, Zhongxian
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 462-476
Persistent link: https://www.econbiz.de/10011580989
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