View in EDS HTML Full Text PDF Full Text

Bayesian Analysis of a Threshold Stochastic Volatility Model.

Saved in:

Bibliographic Details
Title:	Bayesian Analysis of a Threshold Stochastic Volatility Model.
Authors:	Wirjanto, Tony S.^1,2, Kolkiewicz, Adam W.¹, Men, Zhongxian¹
Source:	Journal of Forecasting. Aug2016, Vol. 35 Issue 5, p462-476. 15p.
Database:	Mathematics Source
Full text is not displayed to guests. Login for full access.

Description
ISSN:	02776693
DOI:	10.1002/for.2397