Bauwens,L and Rombouts, J.V.K <br/><br/>
Bayesian inference for the mixed conditional heteroskedasticity model 
 2007 

 -  2007 
 - 408 - 425  V.  10  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Bayesian inference;Finite mixture;ML estimation;Value at risk;