Quotation Kaufmann, Sylvia, Frühwirth-Schnatter, Sylvia. 2000. Bayesian analysis of switching ARCH-models. Technical report 1999-72, Institut für Statistik, WU Wien.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Working/discussion paper, preprint
Language English
Title Bayesian analysis of switching ARCH-models
Title of whole publication Technical report 1999-72, Institut für Statistik, WU Wien
Year 2000

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Frühwirth-Schnatter, Sylvia (Details)
External
Kaufmann, Sylvia
Organization
Institute for Statistics and Mathematics IN (Details)
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