Bayesian estimation of the gaussian mixture garch model
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- Ausin, Maria Concepcion & Galeano, Pedro, 2007. "Bayesian estimation of the Gaussian mixture GARCH model," Computational Statistics & Data Analysis, Elsevier, vol. 51(5), pages 2636-2652, February.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2005-05-29 (Econometrics)
- NEP-ETS-2005-05-29 (Econometric Time Series)
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