"Bayesian analysis of the unobserved ARCH model."

Stefanos G. Giakoumatos, Petros Dellaportas, Dimitris Nicolas Politis (2005)

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DOI: 10.1007/S11222-005-6202-9

access: closed

type: Journal Article

metadata version: 2023-09-30

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Stefanos G. Giakoumatos, Petros Dellaportas, Dimitris Nicolas Politis:
Bayesian analysis of the unobserved ARCH model. Stat. Comput. 15(2): 103-111 (2005)

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