Bayesian Testing for Non-linearity in Volatility Modeling

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 - 01 Dec 2006

Fields of science

@article{38c47813098d4ecba51d09a9d0747d12,

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",

language = "English",

volume = "51",

pages = "2029--2042",

journal = "Computational Statistics and Data Analysis",

issn = "1872-7352",

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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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DO - 10.1016/j.csda.2005.12.014

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SN - 1872-7352

VL - 51

SP - 2029

EP - 2042

JO - Computational Statistics and Data Analysis

JF - Computational Statistics and Data Analysis

IS - 3

ER -