Bayesian analysis of switching ARCH-models

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	425-458
Number of pages	34
Journal	Journal of Time Series Analysis
Volume	23
Issue number	4
DOIs	https://doi.org/10.1111/1467-9892.00271
Publication status	Published - Jul 2002

Fields of science

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title = "Bayesian analysis of switching ARCH-models",

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

year = "2002",

month = jul,

doi = "10.1111/1467-9892.00271",

language = "English",

volume = "23",

pages = "425--458",

journal = "Journal of Time Series Analysis",

number = "4",

}

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T1 - Bayesian analysis of switching ARCH-models

AU - Kaufmann, Sylvia

AU - Frühwirth-Schnatter, Sylvia

PY - 2002/7

Y1 - 2002/7

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

UR - https://www.scopus.com/pages/publications/19044373060

U2 - 10.1111/1467-9892.00271

DO - 10.1111/1467-9892.00271

M3 - Article

VL - 23

SP - 425

EP - 458

JO - Journal of Time Series Analysis

JF - Journal of Time Series Analysis

IS - 4

ER -