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Journal articles (2007), Econometric Reviews, 26 (2), pp. 365-386

Bayesian Clustering of Many GARCH Models

Bauwens Luc, Rombouts Jeroen

BAUWENS, L. and ROMBOUTS, J. (2007). Bayesian Clustering of Many GARCH Models. Econometric Reviews, 26(2), pp. 365-386.