Bayesian analysis of switching ARCH-models

Sylvia Kaufmann, Sylvia Frühwirth-Schnatter

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)425-458
Number of pages34
JournalJournal of Time Series Analysis
Volume23
Publication statusPublished - 2002

Fields of science

  • 101029 Mathematical statistics
  • 101 Mathematics
  • 103 Physics, Astronomy
  • 105 Geosciences
  • 305 Other Human Medicine, Health Sciences
  • 504 Sociology
  • 106 Biology
  • 502 Economics
  • 509 Other Social Sciences
  • 101026 Time series analysis

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