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Bayesian analysis of dynamic bivariate mixture models : can they explain the behavior of returns and trading volume?
Watanabe, Toshiaki - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 2, pp. 199-210
Persistent link: https://www.econbiz.de/10001469682
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Estimation of dynamic bivariate mixture models : comments on Watanabe (2000)
Liesenfeld, Roman; Richard, Jean-François - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 4, pp. 570-576
Persistent link: https://www.econbiz.de/10001807032
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The Estimation of Dynamic Bivariate Mixture Models: Reply to Liesenfeld and Richard Comments
Watanabe, Toshiaki - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 4, pp. 577-580
Persistent link: https://www.econbiz.de/10008215209
Cover Image
Bayesian Analysis of Dynamic Bivariate Mixture Models: Can They Explain the Behavior of Returns and Trading Volume?
Watanabe, Toshiaki - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 2, pp. 199-210
Persistent link: https://www.econbiz.de/10008217909