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Bayesian Analysis of a Threshold Stochastic Volatility Model.

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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
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PubType: Academic Journal
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  Data: Bayesian Analysis of a Threshold Stochastic Volatility Model.
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Forecasting%22">Journal of Forecasting</searchLink>. Aug2016, Vol. 35 Issue 5, p462-476. 15p.
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      – Type: doi
        Value: 10.1002/for.2397
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      – Code: eng
        Text: English
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        PageCount: 15
        StartPage: 462
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      – TitleFull: Bayesian Analysis of a Threshold Stochastic Volatility Model.
        Type: main
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            NameFull: Wirjanto, Tony S.
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            NameFull: Kolkiewicz, Adam W.
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            NameFull: Men, Zhongxian
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            – D: 01
              M: 08
              Text: Aug2016
              Type: published
              Y: 2016
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              Value: 35
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              Value: 5
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            – TitleFull: Journal of Forecasting
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