Title of article
Bayesian testing for non-linearity in volatility modeling
Author/Authors
Tatiana Miazhynskaia، نويسنده , , Sylvia Frühwirth-Schnatter، نويسنده , , Georg Dorffner، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
14
From page
2029
To page
2042
Keywords
Volatility modeling , GARCH models , Bayesian model selection , Neural networks , Markov chain Monte Carlo (MCMC)
Journal title
Computational Statistics and Data Analysis
Serial Year
2006
Journal title
Computational Statistics and Data Analysis
Record number
145216
Link To Document