[RDF data]
Home | Example Publications
PropertyValue
dcterms:bibliographicCitation <http://dblp.uni-trier.de/rec/bibtex/journals/sac/GerlachC08>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Cathy_W._S._Chen>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Richard_Gerlach>
foaf:homepage <http://dx.doi.org/doi.org%2F10.1007%2Fs11222-008-9063-1>
foaf:homepage <https://doi.org/10.1007/s11222-008-9063-1>
dc:identifier DBLP journals/sac/GerlachC08 (xsd:string)
dc:identifier DOI doi.org%2F10.1007%2Fs11222-008-9063-1 (xsd:string)
dcterms:issued 2008 (xsd:gYear)
swrc:journal <https://dblp.l3s.de/d2r/resource/journals/sac>
rdfs:label Bayesian inference and model comparison for asymmetric smooth transition heteroskedastic models. (xsd:string)
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Cathy_W._S._Chen>
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Richard_Gerlach>
swrc:number 4 (xsd:string)
swrc:pages 391-408 (xsd:string)
owl:sameAs <http://bibsonomy.org/uri/bibtexkey/journals/sac/GerlachC08/dblp>
owl:sameAs <http://dblp.rkbexplorer.com/id/journals/sac/GerlachC08>
rdfs:seeAlso <http://dblp.uni-trier.de/db/journals/sac/sac18.html#GerlachC08>
rdfs:seeAlso <https://doi.org/10.1007/s11222-008-9063-1>
dc:subject Markov chain Monte Carlo method; Mixture normal; Posterior model probability; Value-at-Risk; Asymmetric volatility model; Smooth transition (xsd:string)
dc:title Bayesian inference and model comparison for asymmetric smooth transition heteroskedastic models. (xsd:string)
dc:type <http://purl.org/dc/dcmitype/Text>
rdf:type swrc:Article
rdf:type foaf:Document
swrc:volume 18 (xsd:string)