• Title of article

    MCMC methods for comparing stochastic volatility and GARCH models

  • Author/Authors

    Richard Gerlach، نويسنده , , Frank Tuyl، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2006
  • Pages
    17
  • From page
    91
  • To page
    107
  • Keywords
    Regime switching , importance sampling , Bayes factors
  • Journal title
    International Journal of Forecasting
  • Serial Year
    2006
  • Journal title
    International Journal of Forecasting
  • Record number

    179199

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=179199