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Journal articles (2007), Econometrics Journal, 10 (2), pp. 408-425

Bayesian Inference for the Mixed Conditional Heteroskedasticity Model

Bauwens Luc, Rombouts Jeroen

BAUWENS, L. and ROMBOUTS, J. (2007). Bayesian Inference for the Mixed Conditional Heteroskedasticity Model. Econometrics Journal, 10(2), pp. 408-425.