Ardia, David <br/><br/>
Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-t innovations 
 2009 

 -  2009 
 - 105-126  V.  12  Issue.   1 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Asymmetry;Bayesian;GARCH;Markov switching;SMI;Threshold;