Dellaportas, P and Vrontos, I.D <br/><br/>
Modelling volatility asymmetries; a bayesian analysis of a class of tree structured multivariate GARCH models 
 2007 

 -  2007 
 - 503 - 520  V.  10  Issue.   3 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Autoregressive conditional heteroscedasticity;Bayesian inference;Markov chain;Monte carlo;Tree structured models