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
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