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~source:"econis"
~subject:"ARCH-Modell"
~subject:"Bayesian inference"
~subject:"Volatility"
~type_genre:"Article"
~type_genre:"Collection of articles of several authors"
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Forecasting in the presence of structural breaks and model uncertainty
Rapach, David E.
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2008
Persistent link: https://www.econbiz.de/10003731593
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Modelling structural breaks, long memory and stock market volatility : an overview
Banerjee, Anindya
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contributor
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Urga, Giovanni
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2005
Persistent link: https://www.econbiz.de/10003172637
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Advances in Markov-switching models : applications in business cycle research and finance ; with 56 tables
Hamilton, James D.
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2002
Persistent link: https://www.econbiz.de/10001681636
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