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Journal of Econometrics
Discussion Paper Series / Institute of Economic Research, Hitotsubashi University
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Asia-Pacific financial markets
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Bayesian analysis of ARMA-GARCH models: A Markov chain sampling approach
Nakatsuma, Teruo
- In:
Journal of Econometrics
95
(
2000
)
1
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pp. 57-69
Persistent link: https://www.econbiz.de/10005285830
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