Bayesian inference on GARCH models using the Gibbs sampler

Luc Bauwens and Michel Lubrano

No 1307, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 1998-01-01
Note: In : Econometrics Journal, 1, C23-C46, 1998
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Related works:
Journal Article: Bayesian inference on GARCH models using the Gibbs sampler (1998)
Working Paper: Bayesian Inference on GARCH Models using the Gibbs Sampler (1996)
Working Paper: Bayesian Inference on GARCH Models Using the Gibbs Sampler (1996)
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