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Bayesian analysis of ARMA-GARCH models: A Markov chain sampling approach Author info | Abstract | Publisher info | Download info | Related research | Statistics Nakatsuma, Teruo
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Article provided by Elsevier in its journal Journal of Econometrics .
Volume (Year): 95 (2000)
Issue (Month): 1 (March)
Pages: 57-69
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Handle: RePEc:eee:econom:v:95:y:2000:i:1:p:57-69Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom
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