Bayesian testing for non-linearity in volatility modeling

Tatiana Miazhynskaia, Sylvia Fruhwirth-Schnatter and Georg Dorffner

Computational Statistics & Data Analysis, 2006, vol. 51, issue 3, 2029-2042

Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-9473(05)00328-2
Full text for ScienceDirect subscribers only.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:51:y:2006:i:3:p:2029-2042

Access Statistics for this article

Computational Statistics & Data Analysis is currently edited by S.P. Azen

More articles in Computational Statistics & Data Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().