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"Comparative Analysis of Three GARCH Models Based on MCMC."

Yan Gao, Chengjun Zhang, Liyan Zhang (2011)

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DOI: 10.1007/978-3-642-27452-7_67

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-21

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  dblp key:
  - conf/icica/GaoZZ11
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  - https://dblp.org/rec/conf/icica/GaoZZ11
Yan Gao, Chengjun Zhang, Liyan Zhang:
Comparative Analysis of Three GARCH Models Based on MCMC. ICICA (2) 2011: 494-499

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