Title of article
Bayesian model comparison by Markov chain simulation: Illustration using stock market data
Author/Authors
Efthymios G. Tsionas، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2000
Pages
14
From page
403
To page
416
Keywords
Markov chain Monte Carlo , Bayes factors , multivariatekernel estimation , GARCH models , normal discrete mixture , Student t-distribution , stock returns
Journal title
Research in Economics
Serial Year
2000
Journal title
Research in Economics
Record number
231020
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