Bayesian Testing for Non-linearity in Volatility Modeling

Publikation: Beitrag in Fachzeitschrift › Artikel › Begutachtung

Originalsprache	Englisch
Seiten (von - bis)	2029-2042
Seitenumfang	14
Fachzeitschrift	Computational Statistics and Data Analysis
Volume	51
Ausgabenummer	3
DOIs	https://doi.org/10.1016/j.csda.2005.12.014
Publikationsstatus	Veröffentlicht - 01 Dez. 2006

Wissenschaftszweige

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title = "Bayesian Testing for Non-linearity in Volatility Modeling",

author = "Tatiana Miazhynskaia and Sylvia Fr{\"u}hwirth-Schnatter",

year = "2006",

month = dec,

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doi = "10.1016/j.csda.2005.12.014",

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volume = "51",

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journal = "Computational Statistics and Data Analysis",

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TY - JOUR

T1 - Bayesian Testing for Non-linearity in Volatility Modeling

AU - Miazhynskaia, Tatiana

AU - Frühwirth-Schnatter, Sylvia

PY - 2006/12/1

Y1 - 2006/12/1

UR - http://www.ifas.jku.at

UR - https://www.scopus.com/pages/publications/33750714022

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JO - Computational Statistics and Data Analysis

JF - Computational Statistics and Data Analysis

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