Bayesian inference for the mixed conditional heteroskedasticity model

Luc Bauwens and Jeroen VK Rombouts

No 1931, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2007-01-01
Note: In : Econometrics Journal, 10, 408-425, 2007
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Journal Article: Bayesian inference for the mixed conditional heteroskedasticity model (2007)
Working Paper: Bayesian inference for the mixed conditional heteroskedasticity model (2006)
Working Paper: Bayesian inference for the mixed conditional heteroskedasticity model (2005)
Working Paper: Bayesian inference for the mixed conditional heteroskedasticity model (2005)
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