Title of article :
Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models
Author/Authors :
D. Giannikis، نويسنده , , I.D. Vrontos، نويسنده , , P. Dellaportas، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Pages :
23
From page :
1549
To page :
1571
Keywords :
Autoregressive conditional heteroscedasticity , Bayesian inference , Markov chain Monte Carlo , Stochastic Search , value at risk
Journal title :
Computational Statistics and Data Analysis
Serial Year :
2008
Journal title :
Computational Statistics and Data Analysis
Record number :
308369
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=308369
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