Bayesian analysis of the unobserved ARCH model.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/sac/GiakoumatosDP05
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2005
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Bayesian analysis of the unobserved ARCH model.
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2
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103-111
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auxiliary variables; ARCH components; Markov chain Monte Carlo; GARCH
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Bayesian analysis of the unobserved ARCH model.
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