Bayesian Testing for Non-linearity in Volatility Modeling

Tatiana Miazhynskaia, Sylvia Frühwirth-Schnatter

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

Original language	English
Pages (from-to)	2029-2042
Number of pages	14
Journal	Computational Statistics and Data Analysis
Volume	51
Issue number	3
DOIs	https://doi.org/10.1016/j.csda.2005.12.014
Publication status	Published - 2006

Fields of science

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

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

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AU - Miazhynskaia, Tatiana

AU - Frühwirth-Schnatter, Sylvia

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