TY  - BOOK
AU  - Dellaportas, P and Vrontos, I.D
TI  - Modelling volatility asymmetries; a bayesian analysis of a class of tree structured multivariate GARCH models
PY  - 2007///
KW  - Econometrics
KW  - Autoregressive conditional heteroscedasticity;Bayesian inference;Markov chain;Monte carlo;Tree structured models
ER  -