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~accessRights:"free"
~isPartOf:"CREATES research paper"
~person:"Bauwens, Luc"
~person:"Frazier, David T."
~subject:"Bayes-Statistik"
~subject:"Forecasting model"
~subject:"Statistical theory"
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Bauwens, Luc
Frazier, David T.
Grassi, Stefano
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CREATES research paper
Working paper / Department of Econometrics and Business Statistics, Monash University
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CORE discussion papers : DP
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Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
-
2011
Persistent link: https://www.econbiz.de/10009382620
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