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
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=231020
