Title of article
Estimation of a utility-based asset pricing model using normal mixture GARCH(1,1)
Author/Authors
C.C. Wu، نويسنده , , Jack C. Lee، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
21
From page
329
To page
349
Keywords
Bayesian , Relative risk aversion , MLE
Journal title
Economic Modelling
Serial Year
2007
Journal title
Economic Modelling
Record number
227789
Link To Document