Bayesian Modelling of Time-Varying Conditional Heteroscedasticity
- Award ID(s):
- 2124222
- PAR ID:
- 10450622
- Date Published:
- Journal Name:
- Bayesian Analysis
- Volume:
- 16
- Issue:
- 4
- ISSN:
- 1936-0975
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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