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subject:"ARCH-Modell"
~person:"Bauwens, Luc"
~subject:"Time series analysis"
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Bayesian inference on GARCH models using the Gibbs sampler
Bauwens, Luc
;
Lubrano, Michel
- In:
The econometrics journal
1
(
1998
)
1
,
pp. 23-46
Persistent link: https://www.econbiz.de/10001443667
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