| 000 | 00628nam a2200169Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aDellaportas, P and Vrontos, I.D | ||
| 240 | _aEconometrics Journal (3 Issues per Annualy) | ||
| 245 | _aModelling volatility asymmetries; a bayesian analysis of a class of tree structured multivariate GARCH models | ||
| 246 | _f2007 | ||
| 260 | _c2007 | ||
| 300 |
_bV. 10 _cIssue. 3 _a503 - 520 |
||
| 366 | _b2007 | ||
| 650 | _aEconometrics | ||
| 653 | _aAutoregressive conditional heteroscedasticity;Bayesian inference;Markov chain;Monte carlo;Tree structured models | ||
| 942 | _cJA | ||
| 999 |
_c42631 _d42631 |
||