| 000 | 00673nam a2200181Ia 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 |
_aJ5802 _f2007 |
||
| 260 | _c2007 | ||
| 300 |
_bV. 10 _cIssue. 3 _a503-520 |
||
| 366 | _b2007 | ||
| 366 | _bNov | ||
| 650 | _aEconometrics | ||
| 653 | _aBayesian inference;Markov chain;Mantre Carlo;Stochastic search;Tree structured models;Autoregressive conditional hheteroscedasticity; | ||
| 942 | _cJA | ||
| 999 |
_c42729 _d42729 |
||